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 class '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. If model contains TS covariables, this must instead be a data frame containing the suitable covariables, along with a column with name model$name and class Date. Id date is NULL, the date and possibly the TS covariables are extracted from model and correspond to the information used in the fit.
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.

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

Arguments

Value

Note

See also