calc_logReturnPeriod_fevd: Calculates log return period and standard error given return...

Description Usage Arguments Details

View source: R/return_calcs.R


Calculates log return period given return value(s) of interest, using model fit from extRemes::fevd. Standard error is obtained via the delta method. The return period is the average number of blocks expected to occur before the return value is exceeded and is equal to the inverse of the probability of exceeding the return value in a single block. For non-stationary models (those that include covariates for the location, scale, and/or shape parameters, log return periods and standard errors are returned for as many sets of covariates as provided.





fitted object from extRemes fevd


value(s) for which return period is desired


matrix of covariate values, each row a set of covariates for which the log return period is desired


Results are calculated (and returned) on log scale as delta-method based standard errors are more accurate for the log period. Confidence intervals on the return period scale should be calculated by calculating a confidence interval for the log return period and exponentiating the endpoints of the interval.

climextRemes documentation built on Feb. 9, 2018, 6:06 a.m.