IDF (version 2.1.3)

gev.d.params: Calculate gev(d) parameters from gev.d.fit output

Description

function to calculate mut, sigma0, xi, theta, eta, eta2, tau (modified location, scale offset, shape, duration offset, duration exponent, second duration exponent, intensity offset) from results of gev.d.fit with covariates or link functions other than identity.

Usage

gev.d.params(fit, ydat = NULL)

Value

data.frame containing mu_tilde, sigma0, xi, theta, eta, eta2, tau (or mu, sigma, xi for gev.fit objects)

Arguments

fit

fit object returned by gev.d.fit or gev.fit

ydat

A matrix containing the covariates in the same order as used in gev.d.fit.

See Also

IDF-package

Examples

data('example',package = 'IDF')
fit <- gev.d.fit(example$dat,example$d,ydat = as.matrix(example[,c("cov1","cov2")])
                 ,mutl = c(1,2),sigma0l = 1)
gev.d.params(fit = fit,ydat = cbind(c(0.9,1),c(0.5,1)))