choosethres: Function for heuristically choosing the domain where extreme...
In extremeIndex: Forecast Verification for Extreme Events
Description
Usage
Arguments
Value
Description
Function for heuristically choosing the domain where extreme value theory can be applied
Usage
1
choosethres(data, thresh, guess = c(1, 0.1), plots = 1:3, R = 200, ncpus = 1)
Arguments
data
a numeric vector containing the observation used for verification
thresh
vector of thresholds to try
guess
starting values for GPD's sigma and xi (0<xi<1)
plots
which parameter plots do you want
R
number of bootstrap estimates for confidence intervals
ncpus
if you want to make bootstrap on several cores
Value
three plots summarizing the stability of the parameters to threshold. The starting threshold admits kappa=1 and its confidence interval ;
according Papastathopoulos & Tawn (2013)
a list with thresholds used, GP parameters and CIs, optimal threshold and xi.
extremeIndex documentation built on Nov. 24, 2021, 5:08 p.m.
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Description Usage Arguments Value
Description
Function for heuristically choosing the domain where extreme value theory can be applied
Usage
1 | choosethres(data, thresh, guess = c(1, 0.1), plots = 1:3, R = 200, ncpus = 1)
|
Arguments
data |
a numeric vector containing the observation used for verification |
thresh |
vector of thresholds to try |
guess |
starting values for GPD's sigma and xi (0<xi<1) |
plots |
which parameter plots do you want |
R |
number of bootstrap estimates for confidence intervals |
ncpus |
if you want to make bootstrap on several cores |
Value
three plots summarizing the stability of the parameters to threshold. The starting threshold admits kappa=1 and its confidence interval ; according Papastathopoulos & Tawn (2013)
a list with thresholds used, GP parameters and CIs, optimal threshold and xi.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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