gev                   package:evir                   R Documentation

_F_i_t _G_e_n_e_r_a_l_i_z_e_d _E_x_t_r_e_m_e _V_a_l_u_e _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Fits generalized extreme value distribution (GEV) to block maxima
     data.

_U_s_a_g_e:

     gev(data, block = NA, ...)

_A_r_g_u_m_e_n_t_s:

    data: data vector. Interpretation depends on value of block: if no
          block size is specified then data are interpreted as block
          maxima; if block size is set, then data are interpreted as
          raw data and block maxima are calculated.

   block: the block size. A numeric value is interpreted as the number
          of data values in each successive block. All the data is
          used, so the last block may not contain 'block' observations.
          If the 'data' has a 'times' attribute containing (in an
          object of class '"POSIXct"', or an object that can be
          converted to that class; see 'as.POSIXct') the times/dates of
          each observation, then 'block' may instead take the character
          values '"month"', '"quarter"', '"semester"' or '"year"'.

     ...: arguments passed to 'optim'

_V_a_l_u_e:

     An object of class 'gev' describing the fit and including
     parameter estimates and standard errors. Fitting is carried out
     using maximum likelihood.

_S_e_e _A_l_s_o:

     'plot.gev', 'gumbel', 'optim', 'as.POSIXct'

_E_x_a_m_p_l_e_s:

     # Fit GEV to monthly maxima
     data(bmw)
     out <- gev(bmw, "month") 
     # Fit GEV to maxima of blocks of 100 observations
     out <- gev(bmw, 100) 
     # Fit GEV to the data in nidd.annual, the annual maximum water 
     # levels of the River Nidd, using the "BFGS" optimization method
     data(nidd.annual) 
     out <- gev(nidd.annual, method = "BFGS", control = list(maxit = 500))   

