LocalEstim function

Local bootstrap estimation of EVI, scale and T-year levels

LocalEstim(
  Data,
  drc,
  thr = NULL,
  thetaGrid,
  nBoot = 100,
  EVIestimator = "Mom",
  h = 30,
  useKernel = TRUE,
  concent = 10,
  movThr = TRUE,
  TTs = NULL,
  timeRange = NULL
)

Arguments

• Data: Response variable
• drc: Directional covariate
• thr: Threshold values along thetaGrid
• thetaGrid: Grid values at which the estimation is performed
• nBoot: Number of bootstrap resamples. Default to 100.
• EVIestimator: It can be either "ML" or "Mom"
• h: Bandwidth value
• useKernel: Logical. If TRUE (default), use kernel to assign weights depending on the directional distance.
• concent: Concentration parameter value for von Mises kernel
• movThr: Logical. If TRUE (default), moving threshold within the window used.
• TTs: T-year levels. For example, TTs = c(100, 10000).
• timeRange: Time range of the sample

Returns

List including bootstrap estimates of EVI, scale and T-year levels.

Details

See Konzen, E., Neves, C., and Jonathan, P. (2021). Modeling nonstationary extremes of storm severity: Comparing parametric and semiparametric inference. Environmetrics, 32(4), e2667.

Examples

data(HsSP)
data(drc)
timeRange <- 54.5

idx <- order(drc)
drc <- drc[idx]
Data <- HsSP[idx]
set.seed(1234)
Data <- Data + runif(length(Data), -1e-4, 1e-4)

thetaVec <- 1:360

data(thresholdExampleMom) # loads threshold example
thrResultMom <- thresholdExampleMom


h <- 60
useKernel <- TRUE
concent <- 10
movThr <- TRUE
nBoot <- 30
set.seed(1234)
output <- LocalEstim(Data=Data, drc=drc, thr=thrResultMom,
                     thetaGrid=thetaVec, nBoot=nBoot, EVIestimator="Mom", h=h,
                     useKernel=useKernel, concent=concent, movThr=movThr,
                     TTs=c(100, 10000), timeRange=timeRange)

RLBoot <- output$RLBoot

PlotParamEstim(bootEstimates=output$xiBoot, thetaGrid=thetaVec, ylab=bquote(hat(xi)),
               alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)

PlotParamEstim(bootEstimates=output$sigBoot, thetaGrid=thetaVec, ylab=bquote(hat(sigma)),
               alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)

# 100-year level
PlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
       TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
       pointSize=1, cex.axis=15, cex.lab=2, thrWidth=2)

PolarPlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
            TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
            pointSize=4, fontSize=12, lineWidth=2)


## See examples in vignette:
# vignette("localMethods", package = "circularEV")