R: Bootstrap Functions for Bivariate POT

bvpotbooter {extRemes} | R Documentation

## Bootstrap Functions for Bivariate POT

### Description

Obtains bootstrap samples for the bivariate POT model as output from fbvpot.

### Usage

    bvpotbooter(object, B, rsize, block.length = 1, shuffle = NULL, replace = TRUE, ...)

### Arguments

`object` | A list object of class “fbvpot”.
`B` | integer giving the number of bootstrap resamples to obtain.
`rsize` | integer giving the size of the bootstrap samples. Defaults to the (original) sample size. For heavy-tailed data, may want to use a smaller size (e.g., square root of the original sample size).
`block.length` | integer giving the length of blocks to use (for dependent data). Default is unity, which yields IID samples.
`shuffle` | (optional) `rsize` by `B` matrix giving the indices for the bootstrap resamples. If provided, `B` may be missing.
`replace` | logical, should the resamples be taken with replacement?
`...` | Not used.

### Details

Performs bootstrap resampling for bivariate POT inference. CI's are obtained by calling the ci function. See the help file for booter from the distillery package for more details.

### Value

A list object of class “booted”.

`call` | the function call
`data` | original data series
`statistic, B, block.length, replace, rsize` | same arguments as passed in
`results` | B column matrix giving the paramter estimates for each bootstrap resample.
`type` | character stating whether the resample method is iid or cbb.

### Author(s)

Eric Gilleland

### See Also

`fbvpot`, `booter`, `ci`

### Examples

    data( "SantaAna" )

    Z <- SantaAna[,3:4]

    mfit1 <- fevd( x = temp, data = Z, threshold = 36.75, type = "GP" )
    mfit2 <- fevd( x = windspeeds, data = Z, threshold = 7.09875, type = "GP" )

    fit2 <- fbvpot( x = Z, threshold = apply( Z, 2, quantile, probs = 0.95 ),
    	                      tform = "tf", fit = list( mfit1, mfit2 ) )

    # Note, using B = 50 below for R check speed, but probably need
    # a higher number.
    fit2booted <- bvpotbooter( fit2, B = 50, rsize = 62, block.length = 7 )
    summary( fit2booted )
    ci( fit2booted, type = "perc" )

[Package extRemes version 2.0-12 Index]