Dear All,
I am working on a time series of hourly river flow measurements from 2000 -
2003 and have been trying to compute the extremum index from the original
series as well as a new series from sampling with replacement . The extremum
Index produced from the original data series looks fine but sadly, a strange
value of index is given from the sampling. The flow measurements are in range
of 0.1 to 35m3/s and are stored in data frame with the codes and results are
as follows:
##########################
### Codes ###
attach(data)
# Estimates of extremum index
library(evd)
library(boot)
set.seed(101)
threshold <- 15
ej <- exi(data$flow, u=threshold) #
Extremum Index computed from the original series of river flow
ei <- exi(sample(data$flow, replace=T), u=threshold) # Extremum Index
computed from sampling of the original flow series with replacement
ei; ej
mean(ei); mean(ej)
#######################
#### Results ####
ei = 0.4
ej = 1
mean(ei) = 1.023
mean(ej) = 1.014
#######################
I would expect that the results for both index should be slightly similar as
the features of both original & sampling series are more or less the same as
highlighted by their sample mean and so, could anybody please advice me on
this matter?
Thank you,
Fir
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