On 2012-06-19 23:33, Al Ehan wrote:
Hi guys,I'm trying to use lmomco package. first I did the manual calculation on what is the estimates scale and location parameter given L-CV=0.2, L1=1000 L-moments and k (shape parameter) =- 0.1. so what i get is: location: 821.0445 scale: 260.7590 shape: -0.1000 #I assign this as GEV vectors using vec2par GEVpara2<-vec2par(c( 821.0445 , 260.7590 ,-0.1),'gev') #then I generate some data series using the GEV vectors: why<-rgev(150,xi= -0.1000 ,mu= 821.0445,sigma= 260.7590 ) #where xi=shape parameter #then I try to estimate the GEV parameters by L-moments of the generated series whyr<-pargev(lmom.ub(why)) whyr #what I get was a very bias estimate of k (here xi is location) xi alpha kappa 835.7773068 275.4656939 0.1683969 #even when I replicates it 1000 times and fit into the distribution, the shape parameter is still not near to -0.1, but it is going near to the nonnegative value (0.1 rather than -0.1) xi alpha kappa 820.89316109 259.45826487 0.09621897 can somebody help me?
It's just a matter of how the shape parameter is defined. Look at the cdf definition in the lmomco help and compare with that found in Wiki which presumably is what's being used by whatever (unstated) package your rgev() is from. lmomco's shape = -(shape used by rgev). Peter Ehlers ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
