Description Usage Arguments Details Value Note Author(s) See Also

Create families of distributions for use with extreme value modelling.

1 2 3 4 5 6 7 8 | ```
texmexFamily(name, log.lik, param, info = NULL, sandwich = NULL,
start = NULL, resid = NULL, rl, delta, endpoint, density, rng, prob, quant)
## S3 method for class 'texmexFamily'
print(x,...)
## S3 method for class 'texmexFamily'
summary(object,...)
## S3 method for class 'summary.texmexFamily'
print(x,...)
``` |

`name` |
The name of the distribution. |

`log.lik` |
The distribution's log-likelihood function. |

`param` |
The names of the parameters in the model. |

`info` |
Function to compute the information matrix. If not provided, the modelling functions will work with a numerical approximation. |

`sandwich` |
Function to compute the filling in the Huber sandwich
estimator of the covariance matrix of parameter estimates, used for
dependent data. Only implemented in family |

`start` |
Function to compute starting parameters for the model. If not provided, the modelling functions will try to guess. |

`resid` |
Function to compute residuals for the model. |

`rl` |
Function to compute return levels. |

`delta` |
Function to compute adjustments for covariance for return levels. |

`endpoint` |
Function to compute the upper or lower endpoint of the fitted distribution. |

`density` |
Function to compute the density. |

`rng` |
Function for random number generation. |

`prob` |
Function to compute cumulative probabilities. |

`quant` |
Function to compute quantiles. |

`...` |
Additional arguments to the print and summary methods. |

`x, object` |
An object of class 'texmexFamily'. |

The `density`

, `rng`

, `prob`

and `quant`

functions can
be simple wrappers for the usual d, r, p and q functions. They should take a
matrix with number of columns equal to the number of parameters, and a
fitted model object even if the model object is not used by the function.

Examples of "texmexFamily" objects are `gpd`

, `gev`

, `weibull`

, `gumbel`

and
`egp3`

. Take a look at those objects to see how the functions should
be constructed.

The functions are used by the modelling functions to create diagnostic plots, predictions, etc..

A object of class "texmexFamily", which is essentially a list
containing the input arguments. If `info`

, `sandwich`

,
`start`

, `resid`

are not provided, they default to `NULL`

.

The `gpd`

, `gev`

, `weibull`

, `gumbel`

and `egp3`

families are provided. The
`evm`

function defaults to using the `gpd`

family.

Harry Southworth

texmex documentation built on Nov. 17, 2017, 5:11 a.m.

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