Fit Gumbel Distribution
Fits gumbel distribution (GEV with
xi = 0) to
block maxima data.
data vector. Interpretation depends on value of block: if no block size is specified then data are interpreted as block maxima; if block size is set, then data are interpreted as raw data and block maxima are calculated.
the block size. A numeric value is interpreted as the
number of data values in each successive block. All the data is
used, so the last block may not contain
arguments passed to
This function is primarily intended for comparison with GEV for assessing the need for a heavy-tailed Frechet (or short-tailed Weibull) to model block maxima.
An object of class
"gev" describing the fit and including
parameter estimates and standard errors.
Fitting is carried out using maximum likelihood.
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# Fit Gumbel to maxima of blocks of 100 observations data(bmw) out <- gumbel(bmw, 100) # Fit Gumbel to the data in nidd.annual, the annual maximum water # levels of the River Nidd, using the "BFGS" optimization method data(nidd.annual) out <- gumbel(nidd.annual, method = "BFGS", control = list(maxit = 500))
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