An object of class "Renouv" typically created by using the
Renouv function.
newdata
The return period at which return levels and confidence bounds are
wanted.
cov.rate
If FALSE, the delta method will not take into account the
uncertainty on the event rate lambda of the Poisson
process. Note however that when distname.y is
"exponential" and when no MAX or OTS data is
used, the value of cov.rate has no impact for now, because
the delta method is not used then.
level
Confidence levels as in other 'predict' methods (not percentages).
prob
If TRUE a prob column is found in the returned data
frame. This column can be used to find which quantile was used
to compute the return level.
trace
Some details are printed when trace is not zero.
eps
Level of perturbation used to compute the numerical derivatives in
the delta method.
...
Further arguments passed to or from other methods.
Details
Unless in some very special cases, the confidence limits are
approximated ones computed by using the delta method with numerical
derivatives.
Value
A data frame with the expected return levels (col. named
"quant") at the given return periods, and confidence
limits. The returned object has an infer.method attribute
describing the method used to compute the confidence limits.
Note
Despite of its name, this method does not compute true predictions. A
return period is to be interpreted as an average interevent time
rather than the duration of a specific period of time. For instance,
the expected return level for a given return period with length 100
years is the level that would be on average exceeded once every 100
years (assuming that the model description in object is
correct).
Author(s)
Yves Deville
References
Coles S. (2001) Introduction to Statistical Modelling
of Extremes Values, Springer.
See Also
Renouv to fit Renouv model.
Examples
## Use Brest data
fit <- Renouv(Brest)
pred <- predict(fit, newdata = c(100, 125, 150, 175, 200),
level = c(0.99, 0.95))
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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Platform: x86_64-pc-linux-gnu (64-bit)
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Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(Renext)
Loading required package: evd
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/Renext/predict.Renouv.Rd_%03d_medium.png", width=480, height=480)
> ### Name: predict.Renouv
> ### Title: Compute return levels and confidence limits for a "Renouv"
> ### object
> ### Aliases: predict.Renouv
>
> ### ** Examples
>
> ## Use Brest data
> fit <- Renouv(Brest)
Special inference for the exponential case without history
Warning message:
In predict.Renouv(object = res, newdata = rl.period, level = round(pct.conf)/100, :
uncertainty on the rate not taken into account yet in the exponential with no history case
> pred <- predict(fit, newdata = c(100, 125, 150, 175, 200),
+ level = c(0.99, 0.95))
Special inference for the exponential case without history
Warning message:
In predict.Renouv(fit, newdata = c(100, 125, 150, 175, 200), level = c(0.99, :
uncertainty on the rate not taken into account yet in the exponential with no history case
>
>
>
>
>
> dev.off()
null device
1
>