Return Levels for the MEVD/SMEV/TMEV extreme value distributions

Calculate return levels for a MEVD, SMEV or TMEV extreme value distributions from an object of class mevr.

Usage

return.levels.mev(
  x,
  return.periods = c(2, 10, 20, 30, 50, 75, 100, 150, 200),
  ci = FALSE,
  alpha = 0.05,
  method = "boot",
  R = 502,
  ncores = 2L
)

Arguments

x

An object of class mevr, either fitted with the MEVD, SMEV or TMEV

return.periods

A vector of return periods in years, excluding 1.

ci

If ci=TRUE, confidence intervals are calculated depending on the type of distribution (only for MEVD or SMEV).

alpha

Number between zero and one giving the 1 - alpha confidence level. Defaults to alpha=0.05.

method

Character string giving the method for confidence interval calculation. Option method='boot' employs a parametric bootstrap that simulates data from the fitted model, and then fits the chosen MEVD type to each simulated data set to obtain a sample of parameters or return levels (very slow).

R

The number of bootstrap iterations.

ncores

Number of cores used for parallel computing of confidence intervals. Defaults to 2.

Value

A list with return levels, chosen return periods and, if ci=TRUE, alpha/2 and 1 - alpha/2 confidence intervals.

Details

Note that bootstraping the confidence intervals is very slow.

Examples

data(dailyrainfall)

fit <- fmev(dailyrainfall)
return.levels.mev(fit)
#> $rl
#> [1]  648.3965  929.8449 1041.5999 1107.0636 1190.1504 1256.7824 1304.4884
#> [8] 1372.3864 1421.0530
#> 
#> $rp
#> [1]   2  10  20  30  50  75 100 150 200
#> 
plot(fit)