An R Package for Univariate and Bivariate Peaks Over Threshold ...

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obs0 10 20 30 40● ●● ● ●● ●● ● ● ● ● ● ● ●● ● ●●● ●● ● ● ●●●●1971.5 1972.0 1972.5timFigure 9: The identified clusters. Data Ardières, u = 2, tim.cond = 822
obs0 10 20 30 401970 1975 1980 1985 1990 1995 2000 2005timeFigure 10: Instantaneous flood discharges <strong>and</strong> averaged dischaged over duration 3 days. Data ardieres3.7.2 Unbiased Sample L-Moments: samlmuThe function samlmu computes the unbiased sample L-Moments.> x samlmu(x, nmom = 5)l_1 l_2 t_3 t_4 t_50.513337801 0.167081430 -0.048173952 -0.004168153 0.0213183163.7.3 Mobile average window on time series: ts2tsdThe function ts2tsd computes an“average”time series tsd from the initial time series ts. This is achievedby using a mobile average window of length d on the initial time series.> data(ardieres)> tsd plot(ardieres, type = "l", col = "blue")> lines(tsd, col = "green")The latter execution is depicted in Figure 10.23
Page 3 and 4: z ≤ 0, Coles et al. (1999) use th
Page 5 and 6: 3.2 Threshold SelectionThe location
Page 7 and 8: Mean Residual Life PlotMean Excess0
Page 9 and 10: ●●●L−Moments Plotτ 40.0 0.
Page 11 and 12: 3.3 Fitting the GPD3.3.1 The univar
Page 13 and 14: Estimator: MLEDeviance: -173.0829AI
Page 15 and 16: Pickands' Dependence FunctionA (x)0
Page 17 and 18: 3.4 Confidence IntervalsOnce a stat
Page 19 and 20: conf.inf conf.sup7.220334 10.219962
Page 21: ˆ which = 4 for a return level plo
Page 25 and 26: timeobsMin. :1970 Min. : 0.0221st Q
Page 27 and 28: The result of function fitgpd gives
Page 29 and 30: ADependence Models for Bivariate Ex
Page 31: Liang Peng and A.H. Welsh. Robust e

An R Package for Univariate and Bivariate Peaks Over Threshold ...

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