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

Compute the GEV parameters for the marginal distributions of a TVGEV model.

# S3 method for TVGEV
psi2theta(
  model,
  psi = NULL,
  date = NULL,
  deriv = FALSE,
  checkNames = TRUE,
  ...
)

Arguments

model

The TVGEV object.

psi

A vector of parameters for model. By default the vector of estimates in psi will be used.

date

A vector that can be coerced to the "Date" class. Each element will correspond to a row of the matrix of GEV parameters.

deriv

Logical. If TRUE the returned object has an attribute names "gradient" which is the gradient array.

checkNames

Logical. If TRUE it will be checked that the names of psi match the parNames element of model.

...

Not used yet.

Value

A matrix with length(date) rows and 3 colums. The columns contain the location, the scale and the shape GEV parameters in that order.

Note

The deriv formal argument is mainly here to maintain a compatibility with the NSGEV method. However, the derivatives w.r.t. the parameter vector psi are obtained simply by using the X elements of the object model.

See also

The GEV for the GEV probability functions.