Plot predict Results for TVGEV.
# S3 method for predict.TVGEV
plot(x, y, gg = TRUE, bw = TRUE, ...)An object with class "predict.TVGEV" as returned
by the predict method. This must be a data frame so the
predict method must be called without using out or
setting it to the default value "data.frame".
Not used.
Logical. If TRUE the plot is produced with the
ggplot2 package.
Logical. Should the plot render in black and white for printing?
Not used yet.
An object with class "gg". Can be used with the method
plot, or equivalently with print.
This function is intended to work with predictions computed
for a possibly large number of periods (to get smooth curves) but
with only a small number of dates, each appearing in a facet. So
the number of dates is limited to 6. Similarily, the number
of confidence levels can not be > 3.
example(TVGEV)
#>
#> TVGEV> ## transform a numeric year into a date
#> TVGEV> df <- within(TXMax_Dijon, Date <- as.Date(sprintf("%4d-01-01", Year)))
#>
#> TVGEV> df0 <- subset(df, !is.na(TXMax))
#>
#> TVGEV> ## fit a TVGEV model. Only the location parameter is TV.
#> TVGEV> t1 <- system.time(
#> TVGEV+ res1 <- TVGEV(data = df, response = "TXMax", date = "Date",
#> TVGEV+ design = breaksX(date = Date, breaks = "1970-01-01", degree = 1),
#> TVGEV+ loc = ~ t1 + t1_1970))
#>
#> TVGEV> ## The same using "nloptr" optimisation.
#> TVGEV> t2 <- system.time(
#> TVGEV+ res2 <- TVGEV(data = df, response = "TXMax", date = "Date",
#> TVGEV+ design = breaksX(date = Date, breaks = "1970-01-01", degree = 1),
#> TVGEV+ loc = ~ t1 + t1_1970,
#> TVGEV+ estim = "nloptr",
#> TVGEV+ parTrack = TRUE))
#>
#> TVGEV> ## use extRemes::fevd the required variables need to be added to the data frame
#> TVGEV> ## passed as 'data' argument
#> TVGEV> t0 <- system.time({
#> TVGEV+ df0.evd <- cbind(df0, breaksX(date = df0$Date, breaks = "1970-01-01",
#> TVGEV+ degree = 1));
#> TVGEV+ res0 <- fevd(x = df0.evd$TXMax, data = df0.evd, loc = ~ t1 + t1_1970)
#> TVGEV+ })
#>
#> TVGEV> ## compare estimate and negative log-liks
#> TVGEV> cbind("fevd" = res0$results$par,
#> TVGEV+ "TVGEV_optim" = res1$estimate,
#> TVGEV+ "TVGEV_nloptr" = res2$estimate)
#> fevd TVGEV_optim TVGEV_nloptr
#> mu0 32.06678895 32.06638460 32.06679233
#> mu1 -0.02391857 -0.02392656 -0.02391860
#> mu2 0.07727041 0.07728411 0.07727031
#> scale 1.75585289 1.75541862 1.75585346
#> shape -0.18130928 -0.18112018 -0.18130938
#>
#> TVGEV> cbind("fevd" = res0$results$value,
#> TVGEV+ "VGEV_optim" = res1$negLogLik,
#> TVGEV+ "TVGEV_nloptr" = res2$negLogLik)
#> fevd VGEV_optim TVGEV_nloptr
#> [1,] 177.2014 177.2014 177.2014
#>
#> TVGEV> ## ====================================================================
#> TVGEV> ## use a loop on plausible break years. The fitted models
#> TVGEV> ## are stored within a list
#> TVGEV> ## ====================================================================
#> TVGEV>
#> TVGEV> ## Not run:
#> TVGEV> ##D
#> TVGEV> ##D yearBreaks <- c(1940, 1950, 1955, 1960:2000, 2005, 2010)
#> TVGEV> ##D res <- list()
#> TVGEV> ##D
#> TVGEV> ##D for (ib in seq_along(yearBreaks)) {
#> TVGEV> ##D d <- sprintf("%4d-01-01", yearBreaks[[ib]])
#> TVGEV> ##D floc <- as.formula(sprintf("~ t1 + t1_%4d", yearBreaks[[ib]]))
#> TVGEV> ##D res[[d]] <- TVGEV(data = df, response = "TXMax", date = "Date",
#> TVGEV> ##D design = breaksX(date = Date, breaks = d, degree = 1),
#> TVGEV> ##D loc = floc)
#> TVGEV> ##D }
#> TVGEV> ##D
#> TVGEV> ##D ## [continuing...] ]find the model with maximum likelihood, and plot
#> TVGEV> ##D ## something like a profile likelihood for the break date considered
#> TVGEV> ##D ## as a new parameter. However, the model is not differentiable w.r.t.
#> TVGEV> ##D ## the break!
#> TVGEV> ##D
#> TVGEV> ##D ll <- sapply(res, logLik)
#> TVGEV> ##D plot(yearBreaks, ll, type = "o", pch = 21, col = "orangered",
#> TVGEV> ##D lwd = 2, bg = "gold", xlab = "break", ylab = "log-lik")
#> TVGEV> ##D grid()
#> TVGEV> ##D iMax <- which.max(ll)
#> TVGEV> ##D abline(v = yearBreaks[iMax])
#> TVGEV> ##D abline(h = ll[iMax] - c(0, qchisq(0.95, df = 1) /2),
#> TVGEV> ##D col = "SpringGreen3", lwd = 2)
#> TVGEV> ##D
#> TVGEV> ## End(Not run)
#> TVGEV>
#> TVGEV>
#> TVGEV>
pred <- predict(res2, newdate = c("1960-01-01", "2000-01-01", "2020-01-01"),
level = c(0.70, 0.95), confintMethod = "delta")
g <- plot(pred)
#> Warning: Inasmuch the plot is actually a 'ggplot', it is better to use the 'autoplot' method for consistency