gev.prof: Profile Log-likelihoods for Stationary GEV Models

Description Usage Arguments Value See Also Examples

Description

Produce profile log-likelihoods for shape parameters and m year/block return levels for stationary GEV models using the output of the function gev.fit.

Usage

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gev.prof(z, m, xlow, xup, conf = 0.95, nint = 100)
gev.profxi(z, xlow, xup, conf = 0.95, nint = 100)

Arguments

z

An object returned by gev.fit. The object should represent a stationary model.

m

The return level (i.e.\ the profile likelihood is for the value that is exceeded with probability 1/m).

xlow, xup

The least and greatest value at which to evaluate the profile likelihood.

conf

The confidence coefficient of the plotted profile confidence interval.

nint

The number of points at which the profile likelihood is evaluated.

Value

A plot of the profile likelihood is produced, with a horizontal line representing a profile confidence interval with confidence coefficient conf.

See Also

gev.fit, gev.diag

Examples

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data(portpirie)
ppfit <- gev.fit(portpirie[,2])
## Not run: gev.prof(ppfit, m = 10, 4.1, 5)
## Not run: gev.profxi(ppfit, -0.3, 0.3)

Example output

Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
$conv
[1] 0

$nllh
[1] -4.339058

$mle
[1]  3.87474692  0.19804120 -0.05008773

$se
[1] 0.02793211 0.02024610 0.09825633

ismev documentation built on May 1, 2019, 9:10 p.m.

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