[R] MonteCarlo sampling on profile log likelihood - package extRemes

Lila Collet collet.lila at gmail.com
Wed Feb 10 16:19:21 CET 2016


I am using the package extRemes to assess 100-year return period
runoffs with the GEV and GP distribution functions and the associated
95% confidence intervals.

I use the MLE method for that.

Now I would like to sample a few thousands values of return levels on
the profile likelihood between the 95% confidence interval boundaries.

I saw that the function ‘profliker’ allows to sample log-likelihood
values along the profile likelihood.

Is there any way to sample return levels or get the return levels
corresponding to these log-likelihood values?

Thanks for any help.

Kind regards,


More information about the R-help mailing list