View source: R/fitdiagnostics.R
findpars | R Documentation |
Obtain the parameters from an fevd object. This function differs greatly from distill.
findpars(x, ...)
## S3 method for class 'fevd'
findpars(x, ...)
## S3 method for class 'fevd.bayesian'
findpars(x, burn.in = 499, FUN = "mean",
use.blocks = FALSE, ..., qcov = NULL)
## S3 method for class 'fevd.lmoments'
findpars(x, ...)
## S3 method for class 'fevd.mle'
findpars(x, use.blocks = FALSE, ..., qcov = NULL)
x |
A list object of class “fevd” as returned by |
burn.in |
number giving the burn in value. The first 1:burn.in will not be used in obtaining parmaeter estiamtes. |
FUN |
character string naming a function, or a function, to use to find the parameter estimates from the MCMC sample. Default is to take the posterior mean (after burn in). |
use.blocks |
logical: If |
... |
Not used. |
qcov |
numeric matrix with rows the same length as |
This function finds the EVD parameters for each value of the covariates in a non-stationary model. In the case of a stationary model, it will return vectors of length equal to the length of the data that simply repeat the parameter(s) value(s).
Note that this differs greatly from distill
, which simply returns a vector of the length of the number of parameters in the model. This function returns a named list containing the EVD parameter values possibly for each value of the covariates used to fit the model. For example, if a GEV(location(t), scale, shape) is fit with location(t) = mu0 + mu1 * t, say, then the “location” component of the returned list will have a vector of mu0 + mu1 * t for each value of t used in the model fit.
A list object is returned with components
location , scale , shape |
vector of parameter values (or NULL if the parameter is not in the model). For stationary models, or for parameters that are fixed in the otherwise non-stationary model, the vectors will repeat the parameter value. The length of the vectors equals the length of the data used to fit the models. |
Eric Gilleland
fevd
, distill
, parcov.fevd
z <- revd(100, loc=20, scale=0.5, shape=-0.2)
fit <- fevd(z)
fit
findpars(fit)
## Not run:
data(PORTw)
fit <- fevd(TMX1, PORTw, location.fun=~AOindex, units="deg C")
fit
findpars(fit)
## End(Not run)
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