Description Usage Arguments Details Reference See Also Examples
Returns the dispersion index (or variance to mean ratio) to verify the hypothesis of a Homogenous Poisson process.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | dispIndex(obj, k = NULL, ci = FALSE, alpha = 0.05,
method = "asymptotic", nboot = 10000)
dispIndexPlot(x, ...)
## S3 method for class 'data.frame'
dispIndexPlot(obj, ...)
## S3 method for class 'matrix'
dispIndexPlot(obj, ...)
## S3 method for class 'formula'
dispIndexPlot(form, x, ...)
## S3 method for class 'numeric'
dispIndexPlot(x, dt = NULL, u = 0, method.estim = "mle",
declust = NULL, r = 1, rlow = 0.75, k = NULL, alpha = 0.05,
method.ci = "asymptotic", nboot = 1000, xlab = "Threshold (u)",
ylab = "Dispersion Index", col = "black", lty = 1, lwd = 1,
col.ci = "black", lty.ci = 3, lwd.ci = 1, ylim = NULL,
display = TRUE, ...)
|
obj |
An output of |
k |
Number of classes. Default value chosen to ensure at least 5 classes and aims at approximately an average 5 events per classe. |
ci |
Should confident interval and p-value be returns. |
alpha |
Significance level. |
method |
Method for computing the confident interval and the p-value. Either 'asymptotic' for chi-squared approximation or 'boot' for bootstrap. |
nboot |
Number of bootstrap samples. |
The function dispIndexPlot
will loop across calls of function
fitPot
and dispIndex
and will produce a graphics of the
Dispersion index in respect of the threshold u
. See respective
functions for a description of the function parameters. The points in the
plot are returns as a data.frame and parameter display
can be set
to FALSE
to prevent the display of the graphic.
Lang M, Ouarda TBMJ, Bobée B. (1999) Towards operational guidelines for over-threshold modeling. Journal of Hydrology. Dec 6;225(3):103–17.
mrlPlot
1 2 3 4 5 6 7 8 | fit <- fitPot(flow~date,canadaFlood$daily, u = 1000,
declust = 'flood', r = 14)
dispIndex(fit, ci = TRUE)
dispIndexPlot(flow~date,canadaFlood$daily,
u = seq(500,2000, len = 50),
declust = 'flood', r = 14)
|
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