Hi guys,
I'm trying to use lmomco package. first I did the manual calculation on
what is the estimates scale and location parameter given L-CV=0.2, L1=1000
L-moments and k (shape parameter) =- 0.1. so what i get is:
location: 821.0445
scale: 260.7590
shape: -0.1000
#I assign this as GEV vectors using vec2par
GEVpara2<-vec2par(c( 821.0445 , 260.7590 ,-0.1),'gev')
#then I generate some data series using the GEV vectors:
why<-rgev(150,xi= -0.1000 ,mu= 821.0445,sigma= 260.7590 ) #where xi=shape
parameter
#then I try to estimate the GEV parameters by L-moments of the generated
series
whyr<-pargev(lmom.ub(why))
whyr
#what I get was a very bias estimate of k (here xi is location)
xi alpha kappa
835.7773068 275.4656939 0.1683969
#even when I replicates it 1000 times and fit into the distribution, the
shape parameter is still not near to -0.1, but it is going near to the
nonnegative value (0.1 rather than -0.1)
xi alpha kappa
820.89316109 259.45826487 0.09621897
can somebody help me?
[[alternative HTML version deleted]]
______________________________________________
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.
