R: Get EVD Parameters

findpars {extRemes} | R Documentation

## Get EVD Parameters

### Description

Obtain the parameters from an fevd object. This function differs greatly from distill.

### Usage

    findpars(x, ...)

    ## S3 method for class 'fevd'
    findpars(x, ...)

    ## S3 method for class 'fevd.bayesian'
    findpars(x, burn.in = 499, FUN = "mean",
        use.blocks = FALSE, ..., qcov = NULL)

    ## S3 method for class 'fevd.lmoments'
    findpars(x, ...)

    ## S3 method for class 'fevd.mle'
    findpars(x, use.blocks = FALSE, ..., qcov = NULL)

### Arguments

`x` | A list object of class “fevd” as returned by `fevd`.
`burn.in` | number giving the burn in value. The first 1:burn.in will not be used in obtaining parmaeter estiamtes.
`FUN` | character string naming a function, or a function, to use to find the parameter estimates from the MCMC sample. Default is to take the posterior mean (after burn in).
`use.blocks` | logical: If `TRUE` and `x` was fit with `blocks` provided, returns parameters for each block
`...` | Not used.
`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.

### Details

This function finds the EVD parameters for each value of the covariates in a non-stationary model. In the case of a stationary model, it will return vectors of length equal to the length of the data that simply repeat the parameter(s) value(s).

Note that this differs greatly from `distill`, which simply returns a vector of the length of the number of parameters in the model. This function returns a named list containing the EVD parameter values possibly for each value of the covariates used to fit the model. For example, if a GEV(location(t), scale, shape) is fit with location(t) = mu0 + mu1 * t, say, then the “location” component of the returned list will have a vector of mu0 + mu1 * t for each value of t used in the model fit.

### Value

A list object is returned with components

`location, scale, shape` | vector of parameter values (or NULL if the parameter is not in the model). For stationary models, or for parameters that are fixed in the otherwise non-stationary model, the vectors will repeat the parameter value. The length of the vectors equals the length of the data used to fit the models.

### Author(s)

Eric Gilleland

### See Also

`fevd`, `distill`, `parcov.fevd`

### Examples

    z <- revd(100, loc=20, scale=0.5, shape=-0.2)
    fit <- fevd(z)
    fit

    findpars(fit)

    ## Not run:
    data(PORTw)
    fit <- fevd(TMX1, PORTw, location.fun=~AOindex, units="deg C")
    fit

    findpars(fit)

    ## End(Not run)

[Package extRemes version 2.0-12 Index]