Re: [R] POT Package

2012-06-01 Thread Özgür Asar
Hi, You assumed scale=229678.21 and shape=0.41 and the procedure estimated \hat{scale}=427196.6 and \hat{shape}=0.2092887 I think these estimates are natural, since 1) you use a simulated generated data with n=100, and 2) the true value your scale parameter is very large. Hope this helps Be

[R] POT Package

2012-06-01 Thread Yogs
Hi, I have a problem in fitting GPD distribution. i generate random numbers from gpd distribution from specific parameters using pot packege then i used fitgpd function to estimete the parameters.The estimated parameters are not matched with the given parameters i.e.from which i generate random nu

Re: [R] POT package

2011-10-24 Thread R. Michael Weylandt
I'm not particularly familiar with EVT but it seems that here the term exists to scale down the time base to that wherein extreme values were identified. Just a hunch though... If you want more accurate clarification you may wish to contact the package maintainer, but to be honest I wouldn't worry

Re: [R] POT package

2011-10-21 Thread Amina Shahzadi
> npy <- length(events1[, "obs"])/(diff(range(ardieres[, "time"], + na.rm = TRUE)) - diff(ardieres[c(20945, 20947), "time"])) This line is from the mannual "A user's Guide to POT Approach". I am just trying to ask why the values 20945, 20947 are used?? Regards On Fri, Oct 21, 2011 at 4:19 PM, R.

Re: [R] POT package

2011-10-21 Thread R. Michael Weylandt
Perhaps you could tell us what function you are talking about npy is not part of the POT package in the version on my machine and those letters don't seem to show up anywhere consecutively at all on my system, according to ??npy. Similarly, this trick produces no results: sapply(ls("package:PO

[R] POT package

2011-10-21 Thread Amina Shahzadi
Hi Sir It is requested to please tell the reason why the range of c(20945, 209547) is used in this function > npy <- length(events1[, "obs"])/(diff(range(ardieres[, "time"], + na.rm = TRUE)) - diff(ardieres[c(20945, 20947), "time"])) Please tell logic. Looking for quick response. Regards --

[R] POT package return levels

2011-09-30 Thread nhomeier
This may be a simple misunderstanding on my part, but I need help understanding what POT is plotting. I'm trying to analyze a few different datasets. If my dataset covers 500 years, but I have 60 points above my threshold, what should be plotted as the (empirical) return period for the largest valu