gev.Nyr {mev}

N-year return levels, median and mean estimate

Description

N-year return levels, median and mean estimate

Usage

gev.Nyr(par, nobs, N, type = c("retlev", "median", "mean"), p = 1/N)

Arguments

par

vector of location, scale and shape parameters for the GEV distribution

nobs

integer number of observation on which the fit is based

N

integer number of observations for return level. See Details

type

string indicating the statistic to be calculated (can be abbreviated).

p

probability indicating the return level, corresponding to the quantile at 1-1/p

Details

If there are n_y observations per year, the L-year return level is obtained by taking N equal to n_yL.

Value

a list with components

• est point estimate

• var variance estimate based on delta-method

• type statistic