ismev (version 1.42)

gev.prof: Profile Log-likelihoods for Stationary GEV Models

Description

Produce profile log-likelihoods for shape parameters and m year/block return levels for stationary GEV models using the output of the function gev.fit.

Usage

gev.prof(z, m, xlow, xup, conf = 0.95, nint = 100)
gev.profxi(z, xlow, xup, conf = 0.95, nint = 100)

Arguments

z

An object returned by gev.fit. The object should represent a stationary model.

m

The return level (i.e.\ the profile likelihood is for the value that is exceeded with probability 1/m).

xlow, xup

The least and greatest value at which to evaluate the profile likelihood.

conf

The confidence coefficient of the plotted profile confidence interval.

nint

The number of points at which the profile likelihood is evaluated.

Value

A plot of the profile likelihood is produced, with a horizontal line representing a profile confidence interval with confidence coefficient conf.

See Also

gev.fit, gev.diag

Examples

# NOT RUN {
data(portpirie)
ppfit <- gev.fit(portpirie[,2])
# }
# NOT RUN {
gev.prof(ppfit, m = 10, 4.1, 5)
# }
# NOT RUN {
gev.profxi(ppfit, -0.3, 0.3)
# }