confInt_W: Estimated confidence intervals using W

In flood: Statistical Methods for the (Regional) Analysis of Flood Frequency

Description

Estimated regional (or local) (1-alpha)-confidence intervals for an estimated quantile by using the annual Weissman estimator (W).

Usage

confInt_W(x, p, j = 1, alpha = 0.05, ...)

Arguments

x	vector or matrix of annual observations.
p	a probability. Should be between 1-k_j/n_j and 1, where n_j is the sample length of the j-th column.
j	quantile and parameter estimation for the jth station (jth column of x). Irrelevant if is x1 and x2 are vectors.
alpha	confidence level for confidence interval.
...	additional arguments, see RegioWeissman

Value

List of

• ci confidence interval.

• quant estimated quantile using Weissman's estimator.

Examples

library("evd")
# Seasonal observations of 80 years at one station:
x1 <- rgev(80, 2, 1, 0.2) # observations from season 1
x2 <- rgev(80, 3, 1, 0.3) # observations from season 2
x <- seas2ann(x1, x2) # calculaes annual maxima of the two seasons
confInt_W(x=x, p=0.95, alpha=0.05)

# Seasonal observations of 100 years at 4 stations:
x1 <- matrix(rgev(400, 2, 1, 0.3), ncol=4) # observations from season 1
x2 <- matrix(rgev(400, 2, 1, 0.2), ncol=4) # observations from season 2
x <- seas2ann(x1, x2) # calculaes annual maxima of the two seasons
confInt_W(x=x, j=2, p=0.95, alpha=0.05)

flood documentation built on May 2, 2019, 4:04 p.m.