cdf_ev: Reversed functions for several Extreme Value Distributions

In lfstat: Calculation of Low Flow Statistics for Daily Stream Flow Data

Description

As several Extreme Value distributions are parameterized for high extreme values, reversed functions for minima (e.g. low flow statistics) are derived. Reversing is done by fitting to the negated data (-x), subtracting probabilities from one (1 - f) and computing the negated probabilities.

Usage

cdf_ev(distribution, x, para)
pel_ev(distribution, lmom, ...)
qua_ev(distribution, f, para)

Arguments

distribution	character vector of length one containing the name of the distribution. The family of the chosen distribution must be supported by the package lmom. See lmom. For example distribution = "gev" directly uses the functions from package lmom, whereas distribution = "gevR" performs reversing.
x	Vector of quantiles.
f	Vector of probabilities.
para	Numeric vector containing the parameters of the distribution, in the order zeta, beta, delta (location, scale, shape).
lmom	Numeric vector containing the L-moments of the distribution or of a data sample. E.g. as returned by samlmu(x).
...	parameters like bound, passed on to the estimating function. E.g. in case of dist = 'wei' to pelwei.

Value

cdf_ev gives the distribution function; qua_ev gives the quantile function.

See Also

lmom, cdfgev, quagev, pelgev.

Examples

data("ngaruroro")
ng <- as.xts(ngaruroro)
minima <- as.vector(apply.yearly(ng$discharge, min, na.rm = TRUE))

# Weibull distribution and reversed GEV give the same results
distr <- "wei"
qua_ev(distr, seq(0, 1, 0.1), para = pel_ev(distr, samlmu(minima)))

distr <- "gevR"
qua_ev(distr, seq(0, 1, 0.1), para = pel_ev(distr, samlmu(minima)))

Example output

Loading required package: xts
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: lmom
Loading required package: lattice
 [1] 1.932125 3.018087 3.356177 3.619044 3.852732 4.076566 4.304001 4.549838
 [9] 4.839169 5.240619      Inf
 [1] 1.932125 3.018087 3.356177 3.619044 3.852732 4.076566 4.304001 4.549838
 [9] 4.839169 5.240619      Inf

lfstat documentation built on May 2, 2019, 6:07 p.m.