Computation of return levels and confidence intervals for extreme value models.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34  ## S3 method for class 'rl.evmOpt'
plot(x, xlab, ylab, main, pch = 1, ptcol = 2,
cex = 0.75, linecol = 4, cicol = 0, polycol = 15, smooth = FALSE,
sameAxes = TRUE, type = "median", ylim = NULL, plot. = TRUE, ...)
## S3 method for class 'rl.evmSim'
plot(x, xlab, ylab, main, pch = 1, ptcol = 2,
cex = 0.75, linecol = 4, cicol = 0, polycol = 15, smooth = FALSE,
sameAxes = TRUE, type = "median", ylim = NULL, plot. = TRUE, ...)
## S3 method for class 'rl.evmBoot'
plot(x, xlab, ylab, main, pch = 1, ptcol = 2,
cex = 0.75, linecol = 4, cicol = 0, polycol = 15, smooth = FALSE,
sameAxes = TRUE, type = "median", ylim = NULL, plot. = TRUE, ...)
rl(object, M = 1000, newdata = NULL, se.fit = FALSE, ci.fit = FALSE,
alpha = 0.05, unique. = TRUE, ...)
## S3 method for class 'evmOpt'
rl(object, M = 1000, newdata = NULL, se.fit = FALSE,
ci.fit = FALSE, alpha = 0.05, unique. = TRUE, ...)
## S3 method for class 'evmSim'
rl(object, M = 1000, newdata = NULL, se.fit = FALSE,
ci.fit = FALSE, alpha = 0.05, unique. = TRUE, all = FALSE,
sumfun = NULL, ...)
## S3 method for class 'evmBoot'
rl(object, M = 1000, newdata = NULL, se.fit = FALSE,
ci.fit = FALSE, alpha = 0.05, unique. = TRUE, all = FALSE,
sumfun = NULL, ...)
## S3 method for class 'rl.evmOpt'
print(x, digits = 3, ...)

x 
Object passed to plot and print methods. 
xlab, ylab, main, pch, ptcol, cex, linecol, cicol, polycol, smooth, sameAxes, ylim 
Further arguments to plot methods. 
type 
For calls to plot methods for objects of class

plot. 
Parameter for plot method, whether to produce plots. 
... 
Further arguments to be passed to methods. 
object 
An object of class 
M 
The Mobservation return level is computed by the
function. Defaults to 
newdata 
Data from which to calculate the return level. If not provided, the original data used to fit the model is used. Column names must match those of original data matrix used for model fitting. 
se.fit 
Whether or not to return the standard error of the
predicted value. Defaults to 
ci.fit 
Whether or not to return a confidence interval for
the predicted value. Defaults to 
alpha 
If 
unique. 
If 
all 
For the 
sumfun 
For the 
digits 
Number of digits to show when printing output. 
The Mobservation return level is defined as the value that is expected to be exceeded only once every M observations. Thus, it is an estimate of a high quantile of the fitted distribution.
In models fit by the evm
family of functions with
family=gpd
, only a fraction of the data is actually
included in the model; the fitted GPD is a conditional model,
conditioning on the threshold having been exceeded. This
consideration is taken into account by rl
which calculates
unconditional return levels from the entire distribution of
observations above and below the GPD fitting threshold.
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