Description Usage Arguments Details

Calculates log return probability given return value(s) 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.

1 2 | ```
calc_logReturnProb_fevd(fit, returnValue, covariates = NULL, getSE = TRUE,
scaling = 1)
``` |

`fit` |
fitted object from extRemes |

`returnValue` |
value(s) for which log return probability is desired |

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

`getSE` |
logical indicating whether standard error is desired, in addition to the point estimate |

`scaling` |
if |

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.

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

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