getReturnLevels: Calculate the return levels from a fitted GEV model

In hydro-giub/hydroBE: Miscellaneous Functions of the Group of Hydrology Bern

Description

Calculates the return levels and corresponding confidence intervals for a Generalized Extreme Value (GEV) distribution fitted by the ismev package.

Usage

getReturnLevels(f, per = c(30,100,300), alpha = 0.05)

Arguments

f	object of class gev.fit. Needs to be the object returned by the function gev.fit of the package ismev.
per	integer vector. The return periods with respect to the chosen block size. For yearly block maxima this amounts to years.
alpha	real number. Defines the confidence level.

Details

Confidence bounds are calculated according to the delta method. Only stationary GEV distributions are supported.

Value

Numeric matrix with columns 'period' (equals per), 'level' (the return levels), 'lower', and 'upper' (the lower and upper confidence bounds with respect to alpha).

Author(s)

Simon S

References

Coles, S. (2001). "An Introduction to Statistical Modeling of Extreme Values". Springer Series in Statistics.

See Also

package ismev

Examples

## Not run: 
library(ismev)
f <- gev.fit(rnorm(100))
getReturnLevels(f)

## End(Not run)

hydro-giub/hydroBE documentation built on Sept. 20, 2019, 9:27 a.m.