Description Usage Arguments Details Value Methods (by class) Examples
Empirically build the distribution of the maximum value over some user defined length of time assuming the underlying data generating mechanism is the 2D extremal Poisson process with the Gumbel like intensity function (i.e. the tail length is zero)
1 2 3 4 5 6 7 8 9 | gumbelMaxDist(x, lt_gen, n_mc, progress_tf = TRUE, ...)
## S3 method for class 'gumbel_pot_fit'
gumbelMaxDist(x, lt_gen, n_mc,
progress_tf = TRUE)
## Default S3 method:
gumbelMaxDist(x, thresh, lt_gen, n_mc,
progress_tf = TRUE)
|
x |
An S3 object of class |
lt_gen |
Length of each generated series. The units (seconds, minutes,
hours, etc.) should be consistent with the value of |
n_mc |
The number of samples to draw from the distribution of the maximum |
progress_tf |
Display a progress bar if TRUE, else not. |
thresh |
The threshold |
The results of fitting a Gumbel like 2D extremal Poisson process are fed into this function. Random processes are repeatedly generated from the fitted model, and the maximum of each random process is recorded. The recoreded maximums represent an iid sample from the distribution of the maximum value for a process of the desired length. Note that the desired length of the process can be different from the length of time over which the data used to fit the model were observed.
An S3 object of class gumbel_max_dist
with elements
$par
The parameters used to generate the random processes
$thres
The threshold used
$lt_gen
The value of the lt_gen
argument
$max_dist
A numeric vector of length n_mc
containing
the samples from the distribution of the maximum
gumbel_pot_fit
:
default
:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ## Not run:
complete_series <- -jp1tap1715wind270$value
declustered_obs <- decluster(complete_series)
thresholded_obs <- gumbelEstThreshold(x = declustered_obs,
lt = 100,
n_min = 10,
n_max = 100)
gumbel_pot_fit <- gumbelMLE(x = thresholded_obs,
hessian_tf = TRUE)
gumbel_max_dist <- gumbelMaxDist(x = gumbel_pot_fit, lt_gen = 200, n_mc = 1000)
## End(Not run)
|
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