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Produce profile log-likelihoods for shape parameters and m year/block return levels for stationary GPD models using the output of the function gpd.fit.

gpd.fit

gpd.prof(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100) gpd.profxi(z, xlow, xup, conf = 0.95, nint = 100)

An object returned by gpd.fit. The object should represent a stationary model.

The return level (i.e.\ the profile likelihood is for the value that is exceeded with probability 1/m).

m

The least and greatest value at which to evaluate the profile likelihood.

The number of observations per year.

The confidence coefficient of the plotted profile confidence interval.

The number of points at which the profile likelihood is evaluated.

A plot of the profile likelihood is produced, with a horizontal line representing a profile confidence interval with confidence coefficient conf.

conf

gpd.fit, gpd.diag

gpd.diag

# NOT RUN { data(rain) rnfit <- gpd.fit(rain, 10) # } # NOT RUN { gpd.prof(rnfit, m = 10, 55, 75) # } # NOT RUN { gpd.profxi(rnfit, -0.02, 0.15) # }

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