distLexBoot: Bootstrapping uncertainty intervals for return periods

In extremeStat: Extreme Value Statistics and Quantile Estimation

Bootstrapping uncertainty intervals for return periods

Description

Calculates and plots bootstrap uncertainty intervals for plotLextreme.

Usage

distLexBoot(
  dlf,
  nbest = 3,
  selection = NULL,
  n = 100,
  prop = 0.8,
  conf.lev = 0.95,
  replace = FALSE,
  RPs = NULL,
  log = TRUE,
  progbars = TRUE,
  quiet = FALSE
)

Arguments

dlf	dlf object, as returned by distLextreme
nbest	Number of best fitted distribution functions in dlf for which bootstrapping is to be done. Overridden by selection. DEFAULT: 3
selection	Character vector with distribution function names to be used. Suggested to keep this low. DEFAULT: NULL
n	Number of subsamples to be processed (computing time increases extraordinarily). DEFAULT: 100
prop	Proportion of sample to be used in each run. DEFAULT: 0.8
conf.lev	Confidence level (Proportion of subsamples within 'confidence interval'). Quantiles extracted from this value are passed to quantileMean. DEFAULT: 0.95
replace	Logical: replace in each sample? DEFAULT: FALSE
RPs	Return Period vector, by default calculated internally based on value of log. DEFAULT: NULL
log	RPs suitable for plot on a logarithmic axis? DEFAULT: TRUE
progbars	Show progress bar for Monte Carlo simulation? DEFAULT: TRUE
quiet	Logical: suppress messages? See distLquantile. DEFAULT: FALSE

Details

Has not been thoroughly tested yet. Bootstrapping defaults can probably be improved.

Value

invisible dlf object, see printL. Additional elements are: exBootCL (confidence level), exBootRPs (x values for plot) exBootSim (all simulation results) and exBootCI (aggregated into CI band). The last two are each a list with a matrix (return levels)

Author(s)

Berry Boessenkool, [e-mail], Sept 2015 + Dec 2016

See Also

plotLexBoot, distLextreme

Examples

data(annMax)
dlf <- distLextreme(annMax, selection=c("gum","gev","wak","nor"))
dlfB <- distLexBoot(dlf, nbest=4, conf.lev=0.5, n=10) # n low for quick example tests
plotLexBoot(dlfB)
plotLexBoot(dlfB, selection=c("nor","gev"))
plotLexBoot(dlfB, selection=c("gum","gev","wak","nor"), order=FALSE)

extremeStat documentation built on Aug. 29, 2023, 9:06 a.m.