calc_logReturnProb_fevd: Calculates log return probability and standard error given a...

Description Usage Arguments Details


Calculates log return probability given a return value of interest, using model fit from extRemes::fevd. Standard error is obtained via the delta method. The return probability is 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 probabilities and standard errors are returned for as many sets of covariates as provided.





fitted object from extRemes fevd


value for which log return probability is desired


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


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

Search within the climextRemes package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.