quant2ecdf: Simulated Values -> Empirical CDFs

In hydroPSO: Particle Swarm Optimisation, with Focus on Environmental Models

Description

This function computes ECDFs for user-defined quantiles of the simulated equivalents, with optional plot

Usage

quant2ecdf(sim, ...)
           
## Default S3 method:
quant2ecdf(sim, weights=NULL, byrow=TRUE, 
           quantiles.desired= c(0.05, 0.5, 0.95), plot=TRUE, obs=NULL, 
           quantiles.labels= c("Q5", "Q50", "Q95"), main=NULL, 
           ylab="Probability", col="blue", leg.cex=1.2, leg.pos="bottomright", 
           cex.axis=1.2, cex.main=1.2, cex.lab=1.2, verbose=TRUE, ...)
           
## S3 method for class 'matrix'
quant2ecdf(sim, weights=NULL, byrow=TRUE, 
           quantiles.desired= c(0.05, 0.5, 0.95), plot=TRUE, obs=NULL, 
           quantiles.labels= c("Q5", "Q50", "Q95"), main=NULL, 
           ylab="Probability", col="blue", leg.cex=1.2, leg.pos="bottomright", 
           cex.axis=1.2, cex.main=1.2, cex.lab=1.2, verbose=TRUE, ...)
           
## S3 method for class 'data.frame'
quant2ecdf(sim, weights=NULL, byrow=TRUE, 
           quantiles.desired= c(0.05, 0.5, 0.95), plot=TRUE, obs=NULL, 
           quantiles.labels= c("Q5", "Q50", "Q95"), main=NULL, 
           ylab="Probability", col="blue", leg.cex=1.2, leg.pos="bottomright", 
           cex.axis=1.2, cex.main=1.2, cex.lab=1.2, verbose=TRUE, ...)

Arguments

sim	matrix or data.frame with the simulated equivalents obtained with different parameter sets, which, by default, are stored in columns
weights	numeric vector, values of the weights to be used for computing the quantiles Omitting the weights argument or specifying NULL or a zero-length vector will result in the usual un-weighted estimates
byrow	logical, indicates whether the computations have to be made for each column or for each row of x When the simulated equivalents are stored in columns, byrow must be TRUE When the simulated equivalents are stored in rows, byrow must be FALSE
quantiles.desired	numeric vector, quantiles to be computed. Default values are c(.025, .5, .975) ( => 2.5%, 50%, 97.5% )
plot	logical, indicates if a plot with the ECDFs has to be produced
obs	OPTIONAL. Only used when plot=TRUE Numeric or zoo object with observed values, which are used in the output plot
quantiles.labels	OPTIONAL. Only used when plot=TRUE character vector, names to quantiles.desired. Default value is c("Q5", "Q50", "Q95")
main	OPTIONAL. Only used when plot=TRUE title for the plot
ylab	OPTIONAL. Only used when plot=TRUE title for the y axis. See plot
col	OPTIONAL. Only used when plot=TRUE specification for the default plotting colour. See par
leg.cex	OPTIONAL. Only used when plot=TRUE character expansion factor *relative* to current 'par("cex")'. Used for text, and provides the default for 'pt.cex' and 'title.cex' Default value = 1.2
leg.pos	OPTIONAL. Only used when plot=TRUE keyword to be used to position the legend. See legend
cex.axis	OPTIONAL. Only used when plot=TRUE numeric, magnification to be used for the axis annotation relative to 'cex'. See par
cex.main	OPTIONAL. Only used when plot=TRUE numeric, representing the magnification to be used for main titles relative to the current setting of cex
cex.lab	OPTIONAL. Only used when plot=TRUE numeric, representing the magnification to be used for x and y labels relative to the current setting of 'cex'. See par
verbose	logical, if TRUE, progress messages are printed
...	further arguments passed to the plot function or from other methods

Details

Steps used in this function are:
1) Computation of un-weighted quantiles (e.g., Q5, Q50, Q95) for the simulated equivalents
2) Computation of ECDFs for each desired quantile, by weighting the quantiles of each parameter set by its corresponding weights (or less-formal likelihood in GLUE terminology)

Value

A list whose elements x and ecdf correspond to unique sorted values of sim. If the first CDF estimate is greater than zero, a point (min(sim),0) is placed at the beginning of the estimates

Note

It requires the wtd.Ecdf function from the Hmisc package.

Author(s)

Mauricio Zambrano-Bigiarini, [e-mail]

See Also

wtd.Ecdf, params2ecdf

Examples

# random matrix with 100 simulated values (in columns) corresponding to 10
# different behavioural parameter sets
x <- matrix(rnorm(1000), ncol=10, nrow=100)

# empirical CDFs for the quantiles 0.05, 0.5 and 0.95, with equal weight for 
# each parameter set
quant2ecdf(sim=x, weights=1:10, byrow=FALSE) 

hydroPSO documentation built on April 29, 2020, 9:37 a.m.