I'm so very happy to receive your email. I've been stuck so long trying to
figure out just why! silly me. Thanks a bunch!
On Wed, Jun 20, 2012 at 11:50 AM, Peter Ehlers <ehl...@ucalgary.ca> wrote:
> On 2012-06-19 23:33, Al Ehan wrote:
>
>> 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?
>>
>
> It's just a matter of how the shape parameter is defined. Look at
> the cdf definition in the lmomco help and compare with that
> found in Wiki which presumably is what's being used by whatever
> (unstated) package your rgev() is from.
> lmomco's shape = -(shape used by rgev).
>
> Peter Ehlers
>
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