example {IDF}

Sampled data for duration-dependent GEV

Description

Randomly sampled data set used for running the example code, containing:

• $xdat: 'annual' maxima values

• $ds: corresponding durations

• $cov1, $cov2: covariates

d-GEV parameters used for sampling:

• \tilde{\mu} = 4 + 0.2 cov_1 +0.5 cov_2

• \sigma_0 = 2+0.5 cov_1

• \xi = 0.5

• \theta = 0

• \eta = 0.5

• \eta_2 = 0.5

• \tau = 0

Usage

data('example',package ='IDF')

Format

A data frame with 330 rows and 4 variables