return_level {extrememix}R Documentation

Return Levels

Description

Computation of the return levels for an extreme value mixture model

Usage

return_level(x, ...)

## S3 method for class 'evmm'
return_level(x, values = NULL, cred = 0.95, ...)

Arguments

x

the output of a model estimated with extrememix

...

additional arguments for compatibility.

values

numeric vector of values of which to compute the value at risk.

cred

amplitude of the posterior credibility interval.

Details

A return level at T units of time is defined as the 1-1/T quantile.

Value

A list with the following entries:

References

do Nascimento, Fernando Ferraz, Dani Gamerman, and Hedibert Freitas Lopes. "A semiparametric Bayesian approach to extreme value estimation." Statistics and Computing 22.2 (2012): 661-675.

See Also

ES, quant, VaR

Examples

return_level(rainfall_ggpd)


[Package extrememix version 0.0.1 Index]