gev.mle: Generalized extreme value maximum likelihood estimates for...

In mev: Modelling of Extreme Values

Generalized extreme value maximum likelihood estimates for various quantities of interest

Description

This function calls the fit.gev routine on the sample of block maxima and returns maximum likelihood estimates for all quantities of interest, including location, scale and shape parameters, quantiles and mean and quantiles of maxima of N blocks.

Usage

gev.mle(
  xdat,
  args = c("loc", "scale", "shape", "quant", "Nmean", "Nquant"),
  N,
  p,
  q
)

Arguments

xdat	sample vector of maxima
args	vector of strings indicating which arguments to return the maximum likelihood values for.
N	size of block over which to take maxima. Required only for args Nmean and Nquant.
p	tail probability. Required only for arg quant.
q	level of quantile for maxima of N exceedances. Required only for args Nquant.

Value

named vector with maximum likelihood estimated parameter values for arguments args

Examples

dat <- mev::rgev(n = 100, shape = 0.2)
gev.mle(xdat = dat, N = 100, p = 0.01, q = 0.5)

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