| gev {evir} | R Documentation |
Fit Generalized Extreme Value Distribution
Description
Fits generalized extreme value distribution (GEV) to
block maxima data.
Usage
gev(data, block = NA, ...)
Arguments
data |
data vector. Interpretation depends on value of
block: if no block size is specified then data are
interpreted as block maxima; if block size is set, then data
are interpreted as raw data and block maxima are calculated. |
block |
the block size. A numeric value is interpreted as the
number of data values in each successive block. All the data is
used, so the last block may not contain block observations.
If the data has a times attribute containing (in
an object of class "POSIXct", or an object that can be
converted to that class; see as.POSIXct) the
times/dates of each observation, then block may instead
take the character values "month", "quarter",
"semester" or "year". |
... |
arguments passed to optim |
Value
An object of class
gev describing the fit and including
parameter estimates and standard errors.
Fitting is carried out using maximum likelihood.
See Also
plot.gev,
gumbel,
optim,
as.POSIXct
Examples
# Fit GEV to monthly maxima
data(bmw)
out <- gev(bmw, "month")
# Fit GEV to maxima of blocks of 100 observations
out <- gev(bmw, 100)
# Fit GEV to the data in nidd.annual, the annual maximum water
# levels of the River Nidd, using the "BFGS" optimization method
data(nidd.annual)
out <- gev(nidd.annual, method = "BFGS", control = list(maxit = 500))
[Package
evir version 1.6
Index]
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