Renext (version 2.1-0)

predict.Renouv: Compute return levels and confidence limits for a "Renouv" object

Description

Compute return levels and confidence limits for an object of class "Renouv".

Usage

## S3 method for class 'Renouv':
predict(object,
        newdata = c(10, 20, 50, 100, 200, 500, 1000),
        cov.rate = FALSE,
        level = c(0.95, 0.7),
        trace = 1, eps = 1e-06,
        ...)

Arguments

object

An object of class "Renouv" typically created by using the Renouv function.

newdata

The return period at which return levels and confidence bounds are wanted.

cov.rate

If FALSE, the delta method will not take into account the uncertainty on the event rate lambda of the Poisson process. NOT IMPLEMENTED YET. At the time only FALSE is possible.

level

Confidence levels as in other 'predict' methods (not percentages).

trace

Some details are printed when trace is not zero.

eps

Level of perturbation used to compute the numerical derivatives in the delta method.

...

Further arguments passed to or from other methods.

Value

• A data.frame with the expected return levels (col. named "quant") at the given return periods, and confidence limits. The returned object has an infer.method attribute describing the method used to compute the confidence limits.

Details

Unless in some very special cases, the confidence limits are approximated ones computed by using the delta method with numerical derivatives.

References

Coles S. (2001) Introduction to Statistical Modelling of Extremes Values, Springer.

See Also

Renouv to fit Renouv model.

Examples

## Use Brest data
fit <- Renouv(Brest)
pred <- predict(fit, newdata = c(100, 125, 150, 175, 200),
                level = c(0.99, 0.95))