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IDF (version 2.1.3)

example: Sampled data for duration-dependent GEV

Description

Randomly sampled data set used for running the example code, containing:

  • $xdat: 'annual' maxima values

  • $ds: corresponding durations

  • $cov1, $cov2: covariates

d-GEV parameters used for sampling:

  • \(\tilde{\mu} = 4 + 0.2 cov_1 +0.5 cov_2\)

  • \(\sigma_0 = 2+0.5 cov_1\)

  • \(\xi = 0.5\)

  • \(\theta = 0\)

  • \(\eta = 0.5\)

  • \(\eta_2 = 0.5\)

  • \(\tau = 0\)

Usage

data('example',package ='IDF')

Arguments

Format

A data frame with 330 rows and 4 variables