LocalEstim: Local bootstrap estimation of EVI, scale and T-year levels

In circularEV: Extreme Value Analysis for Circular Data

Local bootstrap estimation of EVI, scale and T-year levels

Description

Local bootstrap estimation of EVI, scale and T-year levels

Usage

LocalEstim(
  Data,
  drc,
  thr = NULL,
  thetaGrid,
  nBoot = 100,
  EVIestimator = "Mom",
  h = 30,
  useKernel = TRUE,
  concent = 10,
  movThr = TRUE,
  TTs = NULL,
  timeRange = NULL
)

Arguments

Data	Response variable
drc	Directional covariate
thr	Threshold values along thetaGrid
thetaGrid	Grid values at which the estimation is performed
nBoot	Number of bootstrap resamples. Default to 100.
EVIestimator	It can be either "ML" or "Mom"
h	Bandwidth value
useKernel	Logical. If TRUE (default), use kernel to assign weights depending on the directional distance.
concent	Concentration parameter value for von Mises kernel
movThr	Logical. If TRUE (default), moving threshold within the window used.
TTs	T-year levels. For example, TTs = c(100, 10000).
timeRange	Time range of the sample

Details

See Konzen, E., Neves, C., and Jonathan, P. (2021). Modeling nonstationary extremes of storm severity: Comparing parametric and semiparametric inference. Environmetrics, 32(4), e2667.

Value

List including bootstrap estimates of EVI, scale and T-year levels.

Examples

data(HsSP)
data(drc)
timeRange <- 54.5

idx <- order(drc)
drc <- drc[idx]
Data <- HsSP[idx]
set.seed(1234)
Data <- Data + runif(length(Data), -1e-4, 1e-4)

thetaVec <- 1:360

data(thresholdExampleMom) # loads threshold example
thrResultMom <- thresholdExampleMom



h <- 60
useKernel <- TRUE
concent <- 10
movThr <- TRUE
nBoot <- 30
set.seed(1234)
output <- LocalEstim(Data=Data, drc=drc, thr=thrResultMom,
                     thetaGrid=thetaVec, nBoot=nBoot, EVIestimator="Mom", h=h,
                     useKernel=useKernel, concent=concent, movThr=movThr,
                     TTs=c(100, 10000), timeRange=timeRange)

RLBoot <- output$RLBoot

PlotParamEstim(bootEstimates=output$xiBoot, thetaGrid=thetaVec, ylab=bquote(hat(xi)),
               alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)

PlotParamEstim(bootEstimates=output$sigBoot, thetaGrid=thetaVec, ylab=bquote(hat(sigma)),
               alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)

# 100-year level
PlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
       TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
       pointSize=1, cex.axis=15, cex.lab=2, thrWidth=2)

PolarPlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
            TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
            pointSize=4, fontSize=12, lineWidth=2)



## See examples in vignette:
# vignette("localMethods", package = "circularEV")

circularEV documentation built on May 13, 2022, 5:08 p.m.