revtrans.evd: Reverse Transformation

In extRemes: Extreme Value Analysis

Reverse Transformation

Description

Reverse transform standardized data to follow a non-standardized extreme value distribution (EVD).

Usage

revtrans.evd(z, threshold = NULL, location = NULL, scale, shape = NULL,
    type = c("GEV", "GP", "PP", "Gumbel", "Weibull", "Frechet",
    "Exponential", "Beta", "Pareto"))

Arguments

z	numeric vector of data of length n following a standardized EVD.
threshold	number or numeric vector of length n giving the threshold, if applicable.
location	number or numeric vector of length n giving the location parameter(s), if applicable.
scale	number or or numeric vector of length n giving the scale parameter(s).
shape	number or numeric vector of length n giving the shape parameter(s), if applicable.
type	character string naming to what EVD should the data be reverse-transformed. Default is GEV df.

Details

For standardized EVD data (e.g., via trans), this function performs the reverse transformation back to the original scale.

Value

numeric vector of length n.

Author(s)

Eric Gilleland

See Also

trans, trans.fevd, fevd

Examples

data(PORTw)

fit <- fevd(TMX1, PORTw, location.fun=~AOindex, units="deg C")
fit

z <- trans(fit)

fevd(z)

p <- findpars(fit)

y <- revtrans.evd(z=z, location=p$location, scale=2.6809613,
    shape=-0.1812824)

fevd(y)

qqplot(y, PORTw$TMX1)

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