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Rpackages
IDF
Commits
be805257
Commit
be805257
authored
Jan 21, 2020
by
Oscar Jurado
Browse files
Updated documentation to add the theta_zero parameter
parent
8bb9ac62
Changes
2
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Inline
Side-by-side
R/gevdfit.R
View file @
be805257
...
...
@@ -33,6 +33,8 @@
#' @param show Logical; if TRUE (the default), print details of the fit.
#' @param method The optimization method used in \code{\link{optim}}.
#' @param maxit The maximum number of iterations.
#' @param theta_zero Logical value, indicating if theta parameter should be estimated (TRUE, the default) or
#' remain zero.
#' @param ... Other control parameters for the optimization.
#' @return A list containing the following components.
#' A subset of these components are printed after the fit.
...
...
@@ -474,15 +476,13 @@ gev.d.params <- function(fit,ydat){
mut
<-
mulink
(
mumat
%*%
(
fit
$
mle
[
1
:
npmu
]))
sc0
<-
siglink
(
sigmat
%*%
(
fit
$
mle
[
seq
(
npmu
+
1
,
length
=
npsc
)]))
xi
<-
shlink
(
shmat
%*%
(
fit
$
mle
[
seq
(
npmu
+
npsc
+
1
,
length
=
npsh
)]))
if
(
class
(
fit
)
==
"gev.d.fit"
&
!
fit
$
theta_zero
){
theta
<-
thetalink
(
thmat
%*%
(
fit
$
mle
[
seq
(
npmu
+
npsc
+
npsh
+
1
,
length
=
npth
)]))}
if
(
class
(
fit
)
==
"gev.d.fit"
){
if
(
!
fit
$
theta_zero
){
theta
<-
thetalink
(
thmat
%*%
(
fit
$
mle
[
seq
(
npmu
+
npsc
+
npsh
+
1
,
length
=
npth
)]))
}
else
{
theta
<-
rep
(
0
,
dim
(
ydat
)[
1
])}}
if
(
class
(
fit
)
==
"gev.d.fit"
){
eta
<-
etalink
(
etmat
%*%
(
fit
$
mle
[
seq
(
npmu
+
npsc
+
npsh
+
npth
+
1
,
length
=
npet
)]))}
if
(
class
(
fit
)
==
"gev.d.fit"
){
if
(
!
fit
$
theta_zero
){
#When theta parameter is used (default)
return
(
data.frame
(
mut
=
mut
,
sig0
=
sc0
,
xi
=
xi
,
theta
=
theta
,
eta
=
eta
))
}
else
{
#When theta parameter was not used
return
(
data.frame
(
mut
=
mut
,
sig0
=
sc0
,
xi
=
xi
,
eta
=
eta
))
}
return
(
data.frame
(
mut
=
mut
,
sig0
=
sc0
,
xi
=
xi
,
theta
=
theta
,
eta
=
eta
))
}
else
{
return
(
data.frame
(
mu
=
mut
,
sig
=
sc0
,
xi
=
xi
))}
}
...
...
man/gev.d.fit.Rd
View file @
be805257
...
...
@@ -10,7 +10,8 @@ gev.d.fit(xdat, ds, ydat = NULL, mul = NULL, sigl = NULL,
shlink = make.link("identity"), thetalink = make.link("identity"),
etalink = make.link("identity"), muinit = NULL, siginit = NULL,
shinit = NULL, thetainit = NULL, etainit = NULL, show = TRUE,
method = "Nelder-Mead", maxit = 10000, init.vals = NULL, ...)
method = "Nelder-Mead", maxit = 10000, init.vals = NULL,
theta_zero = FALSE, ...)
}
\arguments{
\item{xdat}{A vector containing maxima for different durations.
...
...
@@ -45,6 +46,9 @@ used to model the parameters. If NULL (the default) is given, initial parameters
internally by fitting the GEV seperately for each duration and applying a linear model to optain the
duration dependency of the location and shape parameter.}
\item{theta_zero}{Logical value, indicating if theta parameter should be estimated (TRUE, the default) or
remain zero.}
\item{...}{Other control parameters for the optimization.}
}
\value{
...
...
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