return.levels.mev: Return Levels for the MEVD/SMEV/TMEV extreme value distributions

Description

Calculate return levels for a MEVD, SMEV or TMEV extreme value distributions from an object of class mevr.

Usage

return.levels.mev(
  x,
  return.periods = c(2, 10, 20, 30, 50, 75, 100, 150, 200),
  ci = FALSE,
  alpha = 0.05,
  method = "boot",
  R = 502,
  ncores = 2L
)

Value

A list with return levels, chosen return periods and, if ci=TRUE, alpha/2 and 1 - alpha/2 confidence intervals.

Arguments

x: An object of class mevr, either fitted with the MEVD, SMEV or TMEV
return.periods: A vector of return periods in years, excluding 1.
ci: If ci=TRUE, confidence intervals are calculated depending on the type of distribution (only for MEVD or SMEV).
alpha: Number between zero and one giving the 1 - alpha confidence level. Defaults to alpha=0.05.
method: Character string giving the method for confidence interval calculation. Option method='boot' employs a parametric bootstrap that simulates data from the fitted model, and then fits the chosen MEVD type to each simulated data set to obtain a sample of parameters or return levels (very slow).
R: The number of bootstrap iterations.
ncores: Number of cores used for parallel computing of confidence intervals. Defaults to 2.

Details

Note that bootstraping the confidence intervals is very slow.

Examples

Run this code

data(dailyrainfall)

fit <- fmev(dailyrainfall)
return.levels.mev(fit)
plot(fit)

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