Process observations from Metropolis fitting of extreme value models, to thin the output and discard observations from burn-in period.
## S3 method for class 'evmSim' thinAndBurn(object, burn, thin)
Object of class 'evmSim' as returned by
The number of observations from the simulated Markov Chain to be
discarded as burn-in. Must be a non-negative integer, for no burn-in use
Object of class
evmSim. See Value returned by
method = "simulate" for details.
Note that the original chain is not discarded when this function is called:
thinAndBurn can be called recursively on the original object with
different values of
thin without the object getting
Harry Southworth, Janet E. Heffernan
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x <- rnorm(1000) # For the values of burn and thin below, we should do many more iterations. # The number of iterations is kept low here due to the run time allowed # by CRAN. mod <- evm(x, qu=.7, method="sim", iter=11000) mod par(mfrow=c(3, 2)) plot(mod) mod1 <- thinAndBurn(mod,burn=1000, thin=5) plot(mod1)