Compute NSGEV Densities — density.NSGEV • NSGEV

Compute NSGEV densities.

# S3 method for class 'NSGEV'
density(x, xValue = NULL, data = NULL, psi = NULL, log = FALSE, ...)

Arguments

x: A NSGEV object. Note that the name of this formal is imposed by the S3 generic, it would otherwise probably have been chosen as 'model'.
xValue: Vector of quantiles at which the GEV densities will be evaluated. By default, a grid of value is found with coverage probability > 0.001 for each observation.
data: A data frame with the covariates. If NULL, the data frama affached to the model given in x is used.
psi: Vector of model coefficients.
log: Logical. If TRUE the log-density is returned.
...: Not used yet.

Value

A matrix of density values, with one row for each observation of data and one column by quantile.

Author

Yves Deville

Examples

df <- data.frame(t = 1:10)
## model structure
ns <- NSGEV(formulas = list("loc" = ~ alpha + beta * t,
                            "scale" = ~ delta,
                            "shape" = ~ xi),
             data = df)
psi <- c("alpha" = 1, "beta" = 0.1, "delta" = 0.6, "xi" = 0.06)
d <- density(ns, psi = psi) 
matplot(x = attr(d, "x"), y = t(d), type = "l")