I am estimating a large model by groups. How do you save the results
and returns
the associated quantiles?
For this example I need a data frame
n xi mu beta
1 0.1033614 2.5389580 0.9092611
2 0.3401922 0.5192882 1.5290615
3 0.5130798 0.5668308 1.2105666
I also want to apply gevrlevelPlot() for each "n" or group.
#Example
n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3,3)
y <- c(2,3,2,3,4,5,6,1,0,0,0,6, 2, 1, 0, 0,9,3)
z <- as.data.frame(cbind(n,y))
colnames(z) <- c("n","y")
library(fExtremes)
z <- split(z, z$n)
res2 <-lapply(z, function(x){
m <- as.numeric(x$y)
gevFit(m, block = 1, type = c("pwm"))
})
> res2
$`1`
Title:
GEV Parameter Estimation
Call:
gevFit(x = m, block = 1, type = c("pwm"))
Estimation Type:
gev pwm
Estimated Parameters:
xi mu beta
0.1033614 2.5389580 0.9092611
Description
Wed Jun 29 23:07:48 2011
$`2`
Title:
GEV Parameter Estimation
Call:
gevFit(x = m, block = 1, type = c("pwm"))
Estimation Type:
gev pwm
Estimated Parameters:
xi mu beta
0.3401922 0.5192882 1.5290615
Description
Wed Jun 29 23:07:48 2011
$`3`
Title:
GEV Parameter Estimation
Call:
gevFit(x = m, block = 1, type = c("pwm"))
Estimation Type:
gev pwm
Estimated Parameters:
xi mu beta
0.5130798 0.5668308 1.2105666
Description
Wed Jun 29 23:07:48 2011
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