Fitted Values for a TVGEVBayes Object

Fitted values for a TVGEVBayes object. By default, the fitted values for a given date/block are taken as the expectations of the marginal distributions. However, marginal quantiles can instead be used, for instance quantiles with probability 0.99 a.k.a. the 100-year return levels. In both cases the returned vector contains the posterior mean of the chosen quantity and it comes along with the limits of a credible interval.

Usage

# S3 method for TVGEVBayes
fitted(object, which = c("expect", "quantile"), prob = 0.99, level = 0.95, ...)

Arguments

object

An object with class "TVGEVBayes".

which

A location parameter for the marginal distribution, either the expectation or a quantile.

prob

The probability to use when which is taken to be "quantile".

level

The credible level.

...

Not used yet.

Value

A list containing the vector mean and the two vectors of bounds: lower and upper. An attribute "which" is used to keep the trace of the choice made for which.