findpars: Get EVD Parameters

In extRemes: Extreme Value Analysis

Get EVD Parameters

Description

Obtain the parameters from an fevd object. This function differs greatly from distill.

Usage

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)

Arguments

x	A list object of class “fevd” as returned by fevd.
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 TRUE and x was fit with blocks provided, returns parameters for each block
...	Not used.
qcov	numeric matrix with rows the same length as q and columns equal to the number of parameters (+ 1 for the threshold, if a POT model). This gives any covariate values for a nonstationary model. If NULL, and model is non-stationary, only the intercept terms for modeled parameters are used, and if a non-constant threshold, only the first threshold value is used. Not used if model is stationary.

Details

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.

Value

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.

Author(s)

Eric Gilleland

See Also

fevd, distill, parcov.fevd

Examples

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)

extRemes documentation built on Nov. 19, 2022, 1:07 a.m.