gev.Nyr: N-year return levels, median and mean estimate

In mev: Modelling of Extreme Values

N-year return levels, median and mean estimate

Description

N-year return levels, median and mean estimate

Usage

gev.Nyr(par, nobs, N, type = c("retlev", "median", "mean"), p = 1/N)

Arguments

par	vector of location, scale and shape parameters for the GEV distribution
nobs	integer number of observation on which the fit is based
N	integer number of observations for return level. See Details
type	string indicating the statistic to be calculated (can be abbreviated).
p	probability indicating the return level, corresponding to the quantile at 1-1/p

Details

If there are n_y observations per year, the L-year return level is obtained by taking N equal to n_yL.

Value

a list with components

• est point estimate

• var variance estimate based on delta-method

• type statistic

mev documentation built on Sept. 11, 2024, 8:14 p.m.