# RegioHill: Regional EVI estimator In flood: Statistical Methods for the (Regional) Analysis of Flood Frequency

## Description

Estimation of the positive extreme value index (EVI) based on multiple local Hill estimators. We assume heavy-tail homogeneity, i.e., all local EVI's are the same.

## Usage

 `1` ```RegioHill(x, k, k.qu = 20, type = "evopt", alpha = 0.05, ci = "nonlog") ```

## Arguments

 `x` Vector or matrix of observations `k` Number of relative excesses involved in the estimation of the extreme value index gamma. If `k` is missing, it will be set to k=floor(2*n^(2/3)), where n is the sample length of the vector `x` after removing missing values k=floor(2*n^(2/3)/d^(1/3)), where d is the number of columns of the matrix `x` and n the length of each column after removing missing values. `k.qu` Tuning parameter for estimation of empirical variance; only needed if `type="opt"`. `type` Choose either `"evopt"` if extreme value dependent, `"ind"` if independent or `"opt"` for arbitrarily dependent components. `alpha` Confidence level for confidence interval. `ci` Either `"nonlog"` for standart or `"log"` for non-standart confidence interval based on log-transformed hill estimates.

## Value

List of

• `est` a weighted average of local Hill estimates.

• `Sigma` an estimate of the corresponding variance matrix.

• `CI` a confidence interval.

## Examples

 ```1 2 3 4 5 6 7 8``` ```library("evd") x1 <- rgev(150, loc = 2, scale = 1, shape=0.4) hill(x1, k=20) x2 <- rgev(100, loc = 2.5, scale = 1, shape=0.4) x2 <- c(x2, rep(NA, 50)) x <- cbind(x1, x2) k <- c(40, 30) RegioHill(x, k) ```

flood documentation built on May 30, 2017, 8:25 a.m.