Compute the Matrix of GEV Parameters from the Vector of Model Parameters 'psi' and the Data

Source: R/NSGEV.R

Compute the matrix of GEV parameters from the vector of model parameters 'psi' and the Data.

# S3 method for NSGEV
psi2theta(model, psi, data = NULL, deriv = TRUE, checkNames = TRUE, ...)

Arguments

model

The GEV model: an object with class "NSGEV".

psi

The vector of model parameters.

data

The data frame of covariates. By default, the data frame attached to the model is used.

deriv

Logical. If true, the jacobian is computed and returned as an attribute of the results. It is an array with dimension c(n, p, 3L)

checkNames

Logical. If TRUE, the names of the vector psi are checked against the parnames of the model.

...

Not used yet.

Value

A vector of parameters for the NSGEV model.

Author

Yves Deville

Examples

df <- data.frame(t = 1:10)
fit <- NSGEV(formulas = list("loc" = ~ alpha + beta * t, "scale" = ~ delta, "shape" = ~ xi),
data = df)
df.new <- data.frame(t = 11:20)
psi <- c("alpha" = 1, "beta" = 0.01, "delta" = 0.6, "xi" = 0.06)
theta.new <- psi2theta(model = fit, psi = psi, data = df.new)
matplot(df.new$t, theta.new, type = "b")