qevd: Quantile calculation

qevdR Documentation

Quantile calculation

Description

Calculates the quantile of either the GEV or the GP distribution

Usage

qevd(p, location = NULL, scale = NULL, shape = NULL,
  threshold = NULL, model = c("gev", "gpd"), lower.tail = TRUE,
  silent = FALSE)

Arguments

p

(Numeric) probability vector.

location

Of the GEV distribution. Default = NULL.

scale

Of the GEV/GP distribution. Default = NULL.

shape

Of the GEV/GP distribution. Default = NULL.

threshold

Used in the GP distribution. This parameter is optional but should be provided in order to create a representation of the fitted data exceedance. Default = NULL.

model

String determining whether to calculate the initial parameters of the GEV ("gev") or GP ("gpd") function. Default = "gev"

lower.tail

Whether to sample the probabilities P[X <= x] or P[X > x]. Default = TRUE (first case).

silent

Whether to display warnings or not. Default = FALSE.

Details

Port from the extRemes package to (again) get rid of the threshold argument to be able to have an separate threshold function outside of the fitting function.

Value

Numerical vector of the same length as input argument p.

Author(s)

Philipp Mueller

See Also

Other extremes: block.list, block.xts, block, decluster.list, decluster.xts, decluster, extremal.index, gev.density, gpd.density, return.level.climex.fit.gev, return.level.climex.fit.gpd, return.level.list, return.level.numeric, return.level, revd, rlevd, threshold.list, threshold.xts, threshold, upper.limit.climex.fit.gev, upper.limit.climex.fit.gpd, upper.limit.list, upper.limit.numeric, upper.limit


theGreatWhiteShark/climex documentation built on July 13, 2022, 9:11 a.m.