circularEV (version 0.1.0)

LocalEstim: Local bootstrap estimation of EVI, scale and T-year levels

Description

Local bootstrap estimation of EVI, scale and T-year levels

Usage

LocalEstim(
  Data,
  drc,
  thr = NULL,
  thetaGrid,
  nBoot = 100,
  EVIestimator = "Mom",
  h = 30,
  useKernel = TRUE,
  concent = 10,
  movThr = TRUE,
  TTs = NULL,
  timeRange = NULL
)

Arguments

Data

Response variable

drc

Directional covariate

thr

Threshold values along thetaGrid

thetaGrid

Grid values at which the estimation is performed

nBoot

Number of bootstrap resamples. Default to 100.

EVIestimator

It can be either "ML" or "Mom"

h

Bandwidth value

useKernel

Logical. If TRUE (default), use kernel to assign weights depending on the directional distance.

concent

Concentration parameter value for von Mises kernel

movThr

Logical. If TRUE (default), moving threshold within the window used.

TTs

T-year levels. For example, TTs = c(100, 10000).

timeRange

Time range of the sample

Value

List including bootstrap estimates of EVI, scale and T-year levels.

Details

See Konzen, E., Neves, C., and Jonathan, P. (2020+). Modelling non-stationary extremes of storm severity: comparing parametric and semi-parametric inference. Environmetrics (to appear).

Examples

# NOT RUN {
data(HsSP)
data(drc)
timeRange <- 54.5

idx <- order(drc)
drc <- drc[idx]
Data <- HsSP[idx]
set.seed(1234)
Data <- Data + runif(length(Data), -1e-4, 1e-4)

thetaVec <- 1:360

data(thresholdExampleMom) # loads threshold example
thrResultMom <- thresholdExampleMom

# }
# NOT RUN {
h <- 60
useKernel <- TRUE
concent <- 10
movThr <- TRUE
nBoot <- 30
set.seed(1234)
output <- LocalEstim(Data=Data, drc=drc, thr=thrResultMom,
                     thetaGrid=thetaVec, nBoot=nBoot, EVIestimator="Mom", h=h,
                     useKernel=useKernel, concent=concent, movThr=movThr,
                     TTs=c(100, 10000), timeRange=timeRange)

RLBoot <- output$RLBoot

PlotParamEstim(bootEstimates=output$xiBoot, thetaGrid=thetaVec, ylab=bquote(hat(xi)),
               alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)

PlotParamEstim(bootEstimates=output$sigBoot, thetaGrid=thetaVec, ylab=bquote(hat(sigma)),
               alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)

# 100-year level
PlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
       TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
       pointSize=1, cex.axis=15, cex.lab=2, thrWidth=2)

PolarPlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
            TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
            pointSize=4, fontSize=12, lineWidth=2)

# }
# NOT RUN {
## See examples in vignette:
# vignette("localMethods", package = "circularEV")
# }

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