R: Test-Inversion Bootstrap for Extreme-Value Analysis

xtibber {extRemes} | R Documentation

## Test-Inversion Bootstrap for Extreme-Value Analysis

### Description

Test-inversion bootstrap (TIB) for fevd class objects.

### Usage

    xtibber(x, type = c("return.level", "parameter"), which.one,
    	tib.method = c("interp", "rm"), nuisance = "shape", B,
    	test.pars, rsize, block.length = 1, shuffle = NULL,
    	replace = TRUE, alpha = 0.05, qcov = NULL,
    	qcov.base = NULL, stud = FALSE, step.size, tol = 1e-04,
    	max.iter = 1000, keep.iters = TRUE, verbose = FALSE, ...)

### Arguments

`x` | List object of class “fevd”.
`type` | character string stating whether to calculate TIB intervals for a return level or a parameter as this funciton will only calculate an interval for a single parameter/return level at a time.
`which.one` | number or character stating which return level or which parameter to find CIs for.
`tib.method` | character stating whether to estimate the TIB interval by interpolating from a series of pre-determined values of the nuisance parameter or to use the Robbins-Monroe (RM) method. See the help file for `tibber` from the distillery package for more information.
`nuisance` | character naming the nuisance parameter.
`B, rsize, block.length, shuffle, replace` | See the help file for `booter` from the distillery package for more information on these arguments.
`test.pars` | numeric vector giving the sequence of nuisance parameter values for the interpolation method, or a numeric vector of length two giving the starting values for the RM method.
`alpha` | numeric between zero and one giving the desired confidence level.
`qcov` | numeric matrix with rows the same length as `q` and columns equal to the number of parameters (+ 1 for the threshold, if a POT model). This gives any covariate values for a nonstationary model. If NULL, and model is non-stationary, only the intercept terms for modeled parameters are used, and if a non-constant threshold, only the first threshold value is used. Not used if model is stationary.
`qcov.base` | numeric matrix analogous to `qcov`. When provided, the function returns the difference in return levels between the level for the covariates in `qcov` and the level for covariates in `qcov.base`.
`stud` | logical if TRUE will calculate Studentized intervals (generally not profitable with the TIB method).
`step.size` | Used with the RM method only. Numeric giving the size of increments to use in the root-finding algorithm.
`tol` | Used with the RM method only. Numeric stating how close to the desired level of confidence is satisfactory.
`max.iter` | numeric giving the maximum number of iterations for the root-finding algorithm before giving up.
`keep.iters` | logical, should all of the values in the root-finding search be kept? Needed if a plot will be made.
`verbose` | logical, if TRUE will print progress information to the screen.
`...` | optional arguments to `nlminb`.

### Details

This function provides a wrapper to the `tibber` function from distillery for “fevd” objects.

### Value

See the help file for tibber for more information on the value

### Author(s)

Eric Gilleland

### See Also

`fevd`, `tibber`, `booter`

### Examples

    ## Not run:
    data("ftcanmax")
    fit <- fevd( Prec, data = ftcanmax )

    tbfit <- xtibber( fit, which.one = 100, B = 500,
    		 test.pars = seq(-0.01,0.2,,100), verbose = TRUE )

    tbfit

    plot( tbfit )

    ## End(Not run)

[Package extRemes version 2.0-12 Index]