On Oct 28, 2010, at 8:00 AM, dpender wrote:


I am looking to use R in order to determine the number of extreme events for a high frequency (20 minutes) dataset of wave heights that spans 25 years
(657,432) data points.

I require the number, spacing and duration of the extreme events as an
output.

If you created a "test" vector and then used rle on the "test", you may get what you want.

This yields the intervals between "events" ( > greater than 0.9):

> wave <- runif(100)
> test <- wave > 0.9
> rle(test)
Run Length Encoding
  lengths: int [1:11] 74 1 5 1 1 1 6 1 4 1 ...
  values : logi [1:11] FALSE TRUE FALSE TRUE FALSE TRUE ...
> rle(test)$lengths[ !rle(test)$values ]
[1] 74  5  1  6  4  5

You can also get the "duration" of an extreme event by not using the negation of the values. (Sorry for the double-negative.)
--
David.


I have briefly used the clusters function in evd package.

Can anyone suggest a more appropriate package to use for such a large
dataset?


David Winsemius, MD
West Hartford, CT

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