Migpd_Fit: Fits Multiple independent generalized Pareto models - Fit
In rjaneUCF/MultiHazard: Tools for modeling compound events

Migpd_Fit

R Documentation

Fits Multiple independent generalized Pareto models - Fit

Description

Fit multiple independent generalized Pareto models to each column of a data frame. Edited version of the migpd function in texmex, to allow for NAs in a time series.

Usage

Migpd_Fit(
  Data,
  Data_Full = NA,
  mth,
  mqu,
  penalty = "gaussian",
  maxit = 10000,
  trace = 0,
  verbose = FALSE,
  priorParameters = NULL
)

Arguments

`Data`	A data frame with `n` columns, each comprising a declustered and if necessary detrended time series to be modelled.
`Data_Full`	A data frame with `n` columns, each comprising the original (detrended if necessary) time series to be modelled. Only required if threshold is specified using `mqu`.
`mth`	Marginal thresholds, above which generalized Pareto models are fitted. Numeric vector of length `n`.
`mqu`	Marginal quantiles, above which generalized Pareto models are fitted. Only one of `mth` and `mqu` should be supplied. Numeric vector of length `n`.
`penalty`	See `ggplot.migpd`.
`maxit`	See `ggplot.migpd`.
`trace`	See `ggplot.migpd`.
`verbose`	See `ggplot.migpd`.
`priorParameters`	See `ggplot.migpd`.

Value

An object of class "migpd". There are coef, print, plot, ggplot and summary functions available.

Examples

#With date as first column
S22.GPD<-Migpd_Fit(Data=S22.Detrend.Declustered.df, mqu =c(0.99,0.99,0.99))
#Without date as first column
S22.GPD<-Migpd_Fit(Data=S22.Detrend.Declustered.df[,-1], mqu =c(0.99,0.99,0.99))
#Same GPDs fit as above but thresholds given on the original scale
S22.Rainfall.Quantile<-quantile(na.omit(S22.Detrend.Declustered.df$Rainfall),0.99)
S22.OsWL.Quantile<-quantile(na.omit(S22.Detrend.Declustered.df$OsWL),0.99)
S22.GW.Quantile<-quantile(na.omit(S22.Detrend.Declustered.df$Groundwater),0.99)
S22.GPD<-Migpd_Fit(Data=S22.Detrend.Declustered.df[,-1],
                   mqu =c(S22.Rainfall.Quantile,S22.OsWL.Quantile,S22.GW.Quantile))

rjaneUCF/MultiHazard documentation built on April 20, 2024, 12:48 a.m.