tsEvaComputeReturnPeriodsGPD {RtsEva}

tsEvaComputeReturnPeriodsGPD

Description

tsEvaComputeReturnPeriodsGPDis a function that computes the return periods of a set of observations (peaks) for a Generalized Pareto Distribution (GPD), given the GPD parameters, threshold, peaks data, and sample time horizon.

Usage

tsEvaComputeReturnPeriodsGPD(
  epsilon,
  sigma,
  threshold,
  peaks,
  nPeaks,
  peaksID,
  sampleTimeHorizon
)

Arguments

epsilon

The shape parameter of the GPD.

sigma

The scale parameter of the GPD.

threshold

The threshold value for the GPD.

peaks

A vector containing the peak values.

nPeaks

The number of peak values.

peaksID

An identifier for each peak value.

sampleTimeHorizon

The time horizon of the sample.

Value

A list containing the following components:

GpdPseudo

A matrix of pseudo observations obtained from the GPD for each peak value at every time step.

returnPeriods

A matrix of return periods corresponding to the pseudo observations.

PseudoObs

A data frame containing the pseudo observations and their corresponding identifiers.

See Also

empdis

Examples

# Example usage with some sample data
epsilon <- 0.1
sigma <- 2.2
threshold <- 1.3
peaks <- c(10, 20, 30, 40, 50)
nPeaks=5
peaksID=c(230,550,999,1540,3012)
SampleTimeHorizon = 70

results <- tsEvaComputeReturnPeriodsGPD(epsilon, sigma, threshold, peaks,
nPeaks, peaksID, SampleTimeHorizon)
head(results$GpdPseudo)
head(results$returnPeriods)
head(results$PseudoObs)