Jorge:
Thanks it works perfectly.
________________________________
From: Jorge Ivan Velez <jorgeivanve...@gmail.com>
Cc: R mailing list <r-help@r-project.org>
Sent: Thu, June 30, 2011 2:37:33 AM
Subject: Re: [R] Saving fExtremes estimates and k-block return level with
confidence intervals.
Hi Peter,
Try
data.frame(n = names(res2), t(sapply(res2, function(l) l@fit$par.ests)))
for the first part.
HTH,
Jorge
On Thu, Jun 30, 2011 at 12:16 AM, Peter Maclean <> wrote:
I am estimating a large model by groups. How do you save the results and returns
>the associated quantiles?
>For this example I need a data frame
>n xi mu beta
>1 0.1033614 2.5389580 0.9092611
>2 0.3401922 0.5192882 1.5290615
>3 0.5130798 0.5668308 1.2105666
>I also want to apply gevrlevelPlot() for each "n" or group.
>
>#Example
>n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3,3)
>y <- c(2,3,2,3,4,5,6,1,0,0,0,6, 2, 1, 0, 0,9,3)
>z <- as.data.frame(cbind(n,y))
>colnames(z) <- c("n","y")
>library(fExtremes)
>z <- split(z, z$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
>
>
>______________________________________________
>R-help@r-project.org mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
>
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