Fit a GEV CDN model via nonlinear optimization of the generalized maximum likelihood cost function.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.fit
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Evaluate a trained GEV CDN model, resulting in a matrix with columns corresponding to the location, scale, and shape parameters of the GEV distribution.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.evaluate
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The generalized maximum likelihood (GML) cost function used for GEV CDN model fitting (Martins and Stedinger, 2000). Calculates the negative of the logarithm of the GML, which includes a shifted beta distribution prior for the GEV shape parameter. A normal distribution prior can also be set for the magnitude of the input-hidden layer weights, thus leading to weight penalty regularization.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.cost
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Parameters in a Generalized Extreme Value (GEV) distribution are specified as a function of covariates using a conditional density estimation network (CDN), which is a probabilistic variant of the multilayer perceptron neural network. If the covariate is time or is dependent on time, then the GEV CDN model can be used to perform nonlinear, nonstationary GEV analysis of hydrological or climatological time series. Owing to the flexibility of the neural network architecture, the model is capable of representing a wide range of nonstationary relationships, including those involving interactions between covariates. Model parameters are estimated by generalized maximum likelihood, an approach that is tailored to the estimation of GEV parameters from geophysical time series.
● Data Source:
CranContrib
● Keywords: package
● Alias: GEVcdn, GEVcdn-package
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gevcdn.identity computes a trivial identity function. Used as the hidden layer transfer function for linear GEV CDN models.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.identity
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gevcdn.logistic computes the logistic sigmoid (S-shaped) function. Used as the hidden layer transfer function for nonlinear GEV CDN models.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.logistic
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Used to fit an ensemble of GEV CDN models using bootstrap aggregation (bagging) and, optionally, early stopping.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.bag
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Used to assist in the calculation of bootstrapped confidence intervals for GEV location, scale, and shape parameters, as well as for specified quantiles. Residual and parametric bootstrap estimates are supported.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.bootstrap
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Random initialization of the weight vector used during fitting of the GEV CDN model.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.initialize
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Reshapes a weight vector used during fitting of the GEV CDN model into input-hidden and hidden-output layer weight matrices.
● Data Source:
CranContrib
● Keywords:
● Alias: gevcdn.reshape
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