tsEvaComputeReturnLevelsGPDFromAnalysisObj {RtsEva}

tsEvaComputeReturnLevelsGPDFromAnalysisObj

Description

tsEvaComputeReturnLevelsGPDFromAnalysisObj is a function that calculates the return levels for a Generalized Pareto Distribution (GPD) using the parameters obtained from an analysis object. It takes into account non-stationarity by considering time-varying parameters and their associated standard errors.

Usage

tsEvaComputeReturnLevelsGPDFromAnalysisObj(
  nonStationaryEvaParams,
  returnPeriodsInYears,
  timeIndex = -1
)

Arguments

nonStationaryEvaParams

The non-stationary parameters obtained from the analysis object.

returnPeriodsInYears

The return periods for which to compute the return levels, expressed in years.

timeIndex

Temporal index corresponding to the time step on which compute the GEV RLs.

Value

A list with the following components:

returnLevels

A vector of return levels corresponding to the specified return periods.

returnLevelsErrFit

A vector of standard errors for the return levels estimated based on the fit.

returnLevelsErrTransf

A vector of standard errors for the return levels estimated based on the transformed parameters.

See Also

tsEvaComputeReturnLevelsGPD

Examples

# Example usage with some sample data
nonStationaryEvaParams <- list(NA,list(
 parameters = list(
   epsilon = 0.1,
   sigma = c(2.1, 2.2, 2.3),
   threshold = c(1.1, 1.2, 1.3),
   timeHorizonStart=as.POSIXct("1951-01-01"),
   timeHorizonEnd=as.POSIXct("2020-12-31"),
   nPeaks=90

 ),
 paramErr = list(
   epsilonErr = 0.01,
   sigmaErr = c(0.11, 0.12, 0.13),
   thresholdErr = c(0.011, 0.012, 0.013)
 )
)
)
returnPeriodsInYears <- c(1, 5, 10, 20, 50)
timeIndex=1
results <- tsEvaComputeReturnLevelsGPDFromAnalysisObj(nonStationaryEvaParams, returnPeriodsInYears)
head(results$returnLevels)