I am thankful to all of you for your kind support. Take care.
Hossain
On Fri, Aug 5, 2022 at 4:27 AM Andrew Simmons <akwsimmo at gmail.com> wrote:
Hello again,
Since the GEV distribution and the GPD distribution are similar, I was
able to make dgpd, pgpd, qgpd, and rgpd with no trouble. You should be able
to use the same piece of code I gave earlier to install the package, here
it is again:
install.packages(c("this.path", "essentials"), repos = "
https://raw.githubusercontent.com/ArcadeAntics/PACKAGES")
I tried to make your code a little nicer and also use 'pgpd', let me know
if this behaves as expected.
#####
library(essentials)
a <- rnorm(1000, 110, 5)
b <- rnorm(1000, -0.3, 0.4)
s <- length(a)
lam <- 0.15
thr <- 70
r <- 10
ff <- function(zz) {
inner <- numeric(s)
for (k in 1:s) {
inner[k] <- 1 - lam * pgpd(zz, location = thr, scale = a[k], shape
= b[k], lower.tail = FALSE)
}
# if zz is length 1 (it is for uniroot), it would be much faster to do
this:
# inner <- 1 - lam * pgpd(zz, location = thr, scale = a, shape = b,
lower.tail = FALSE)
#
# use whichever you please
mean(inner) - (1 - 1/r)
}
########
out <- uniroot(ff, lower = 0, upper = 10000)$root
out
On Thu, Aug 4, 2022 at 3:17 PM Md. Moyazzem Hossain <hossainmm at juniv.edu>
wrote:
Dear Andrew Simmons,
Thank you very much.
Actually, I want to calculate the predictive return level of GPD and
compare it with the return level to see the difference. I have used the
following function before but it does not provide the results as expected.
It is OK for GEV but not GPD.
inner[k] = pgpd(zz, scale = a[k], shape = b[k] )
Other lines of the code were the same.
Please help me to calculate the predictive return level of GPD.
Thanks in advance.
Hossain
On Thu, Aug 4, 2022 at 5:11 PM Andrew Simmons <akwsimmo at gmail.com> wrote:
Is this a GEV distribution by chance? If so, I made functions dgev,
pgev, qgev, and rgev that you can find install with:
install.packages(c("this.path", "essentials"), repos = "
https://raw.githubusercontent.com/ArcadeAntics/PACKAGES")
and then in your R script
library(essentials)
dgev(...) or pgev or qgev as needed
On Thu, Aug 4, 2022, 09:31 Md. Moyazzem Hossain <hossainmm at juniv.edu>
wrote:
Dear R Experts,
I hope that you are doing well.
I am facing a problem to find out the value of the following function. I
need help in this regard.
#####
a=rnorm(1000, 110, 5)
b = rnorm(1000, -0.3, 0.4)
s = length(a)
lam=0.15
thr=70
r= 10
ff = function(zz){
inner = vector("numeric", length = s)
for(k in 1:s){
inner[k]=(1- lam*((1+b[k]*((zz-thr)/a[k]))^(-1/b[k])))
}
answer = mean(inner)- (1- (1/r))
return(answer)
}
########
out=uniroot(ff, lower = 0, upper = 10000 )$root
out
########### Error ########
Error in uniroot(ff, lower = 0, upper = 10000) :
f.upper = f(upper) is NA
Please help me. Thanks in advance.
Take care.
Hossain
--
Best Regards,
Md. Moyazzem Hossain
Associate Professor
Department of Statistics
Jahangirnagar University
Savar, Dhaka-1342, Bangladesh
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