[R] Parameters estimation for extreme value models

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Sun May 26 09:42:00 CEST 2013


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assaedi76 assaedi76 <assaedi76 at yahoo.com> wrote:

>Thanks in advance R
>users
>
>>
>I have time series data
>and I need to estimate the parameters involved in three different
>models for
>generalized extreme values
>
>>
>Model 1: �a, b,
>c�are constants.
>
>>
>Model 2:�a(t)=B0+B1 t,
>but� b, c�are constants
>
>>
>Model 3:�c(t)=
>Exp(B0+B1 t) �but�a, b�are constants
>
>>
>Where a, b�and�c�are location, scale and
>shape parameter respectively; t is time.
>
>
>
>
>
>
>
>Regards�
>	[[alternative HTML version deleted]]
>
>
>
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>
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