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[英]Estimating parameter covariance matrix when fitting a Generalized Extreme Value (GEV) model using 'extRemes' in R
[英]Error with fitting a Generalized Extreme Value (GEV) using `extRemes` in R?
我有一些數據,我想在 R 中使用extRemes
包擬合廣義極值 (GEV) 分布。 但是,出現錯誤:
library(extRemes)
Mydata = c(6,3,3,3,5,5,4,3,5,5,4,3,4,4,6,5,5,4,5,2,6,4,6,5,3,3,8,3,4,4,6,6,6,6,6,5,6,6,5,5)
fit_gev <- fevd(x=Mydata, method = "MLE", type="GEV", period.basis = "year")
summary(fit_gev)
Error in diag(cov.theta) : invalid 'nrow' value (too large or NA)
In addition: Warning message:
In diag(cov.theta) : NAs introduced by coercion
我想知道我該如何解決這個錯誤? 謝謝你的幫助。
您可以使用 EnvStats 包進行調整,如下所示:
library(EnvStats)
# Data
Mydata =
c(6,3,3,3,5,5,4,3,5,5,4,3,4,4,6,5,5,4,5,2,6,4,6,5,3,3,8,3,4,4,6,6,6,6,6,5,6,6,5,5)
# Generalized Extreme Value (EnvStats)
egevd(Mydata, method = "pwme")# (Method: probability-weighted moments)
Results of Distribution Parameter Estimation
--------------------------------------------
Assumed Distribution: Generalized Extreme Value
Estimated Parameter(s): location = 4.268896
scale = 1.314489
shape = 0.353434
Estimation Method: Unbiased pwme
Data: Mydata
Sample Size: 40
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