RtsEva (version 1.1.0)

tsEvaComputeReturnLevelsGEV: tsEvaComputeReturnLevelsGEV

Description

tsEvaComputeReturnPeriodsGPDis a function that calculates the return levels for a Generalized Extreme Value (GEV) distribution given the GEV parameters and their standard errors. The return periods are specified in a time unit that corresponds to the size of the time segments for evaluating the maxima.

Usage

tsEvaComputeReturnLevelsGEV(
  epsilon,
  sigma,
  mu,
  epsilonStdErr,
  sigmaStdErr,
  muStdErr,
  returnPeriodsInDts
)

Value

A list containing the following components:

returnLevels

A matrix of return levels corresponding to the specified return periods.

returnLevelsErr

A matrix of standard errors for the return levels.

Arguments

epsilon

The shape parameter of the GEV distribution.

sigma

The scale parameter of the GEV distribution.

mu

The location parameter of the GEV distribution.

epsilonStdErr

The standard error of the shape parameter.

sigmaStdErr

The standard error of the scale parameter.

muStdErr

The standard error of the location parameter.

returnPeriodsInDts

The return periods expressed in the corresponding time unit. For example, while working on yearly

See Also

empdis

Examples

# Example usage with some sample data
epsilon <- c(0.1)
sigma <- c(2.3)
mu <- c(1.3)
epsilonStdErr <- c(0.01)
sigmaStdErr <- c(0.11)
muStdErr <- c(0.011)
returnPeriodsInDts <- c( 5, 10, 20, 50)
results <- tsEvaComputeReturnLevelsGEV(epsilon, sigma, mu, epsilonStdErr,
sigmaStdErr, muStdErr, returnPeriodsInDts)
head(results$returnLevels)
head(results$returnLevelsErr)