evmBoot: Bootstrap an evmOpt fit

In texmex: Statistical Modelling of Extreme Values

Bootstrap an evmOpt fit

Description

This runs a parametric bootstrap simulating from an optimized model.

Usage

evmBoot(o, R=1000, trace=100, cores=NULL, export=NULL, theCall)
## S3 method for class 'evmBoot'
summary(object,...)
## S3 method for class 'evmBoot'
plot(x,col=4,border=NULL,...)
## S3 method for class 'evmBoot'
coef(object,...)
## S3 method for class 'summary.evmBoot'
print(x,...)
## S3 method for class 'evmBoot'
print(x,...)

Arguments

o	a fit evmOpt object
R	the number of parametric bootstrap samples to run
trace	the frequency of trace messages
cores	The number of coresto use when bootstrapping. Defaults to cores=NULL and the function guesses how many cores are available and uses them all.
export	Character vector of names of variables to export. See the help file for parallel::export. Defaults to export = NULL and most users will never need to use it.
theCall	(for internal use)
x	an evmBoot object
col	colour used to fill histogram
border	the colour of the border around the bars
object	a evmBoot object
...	other arguments passed to internal functions

Value

An object of class evmBoot; a list with

call	The call to evmBoot that produced the object.
replicates	The parameter estimates from the bootstrap fits.
map	The fit by by maximum penalized likelihood to the original data.

Note

It is not expected that a user will need to call this function directly; you are directed to evm.

See Also

evm

texmex documentation built on June 22, 2024, 12:26 p.m.