[R] Return Level Confidence Intervals

From: Champion, Adrian <a.j.champion_at_pgr.reading.ac.uk>
Date: Thu, 14 Apr 2011 10:25:12 +0000


I'm trying to plot several return level plots on the same axes to compare the return levels from different data sets. To do this I am having to manually plot the return levels for return periods. The problem is when I try to plot the automatically calculated confidence intervals as the array length is shorter than the array length for the return periods.

Is there somewhere I can find the array containing the return periods for the confidence intervals? I have a similar issue trying to plot the data points that lie above the threshold.

I've been using both the extRemes and ismev packages, but neither of them save the confidence interval return periods, only the return levels.



Adrian Champion
PhD Student
ESSC, University of Reading
Harry Pitt Building
Reading, RG6 6AL

Tel.: +44(0)118 378 5212

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Received on Thu 14 Apr 2011 - 15:38:57 GMT

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