[R] Need help

[Rui Barradas]

Hello,

Inline.

Às 20:40 de 05/08/2022, Md. Moyazzem Hossain escreveu:
> Dear All,
> 
> Thank you very much for all of your help. If anyone feels unhappy with my
> words then I apologize.

You're welcome. Anytime. Your question shows a real use case problem and 
those are the good questions.

> 
> Actually, I am not an expert user as a result my coding seems to be wrong
> on some points. Now, it is working.

Glad it helped.

Rui Barradas

> 
> I am thankful to all of you for your kind support. Take care.
> 
> Hossain
> 
> 
> 
> On Fri, Aug 5, 2022 at 4:27 AM Andrew Simmons <akwsimmo using gmail.com> wrote:
> 
>> Hello again,
>>
>>
>> Since the GEV distribution and the GPD distribution are similar, I was
>> able to make dgpd, pgpd, qgpd, and rgpd with no trouble. You should be able
>> to use the same piece of code I gave earlier to install the package, here
>> it is again:
>>
>> install.packages(c("this.path", "essentials"), repos = "
>> https://raw.githubusercontent.com/ArcadeAntics/PACKAGES")
>>
>> I tried to make your code a little nicer and also use 'pgpd', let me know
>> if this behaves as expected.
>>
>> #####
>> library(essentials)
>> a <- rnorm(1000, 110, 5)
>> b <- rnorm(1000, -0.3, 0.4)
>> s <- length(a)
>> lam <- 0.15
>> thr <- 70
>> r <- 10
>>
>> ff <- function(zz) {
>>      inner <- numeric(s)
>>      for (k in 1:s) {
>>          inner[k] <- 1 - lam * pgpd(zz, location = thr, scale = a[k], shape
>> = b[k], lower.tail = FALSE)
>>      }
>>
>>
>>      # if zz is length 1 (it is for uniroot), it would be much faster to do
>> this:
>>      # inner <- 1 - lam * pgpd(zz, location = thr, scale = a, shape = b,
>> lower.tail = FALSE)
>>      #
>>      # use whichever you please
>>
>>      mean(inner) - (1 - 1/r)
>> }
>> ########
>> out <- uniroot(ff, lower = 0, upper = 10000)$root
>> out
>>
>> On Thu, Aug 4, 2022 at 3:17 PM Md. Moyazzem Hossain <hossainmm using juniv.edu>
>> wrote:
>>
>>> Dear Andrew Simmons,
>>>
>>> Thank you very much.
>>>
>>> Actually, I want to calculate the predictive return level of GPD and
>>> compare it with the return level to see the difference. I have used the
>>> following function before but it does not provide the results as expected.
>>> It is OK for GEV but not GPD.
>>>
>>>          inner[k] = pgpd(zz, scale = a[k],  shape = b[k] )
>>>
>>> Other lines of the code were the same.
>>>
>>> Please help me to calculate the predictive return level of GPD.
>>>
>>> Thanks in advance.
>>>
>>> Hossain
>>>
>>> On Thu, Aug 4, 2022 at 5:11 PM Andrew Simmons <akwsimmo using gmail.com> wrote:
>>>
>>>> Is this a GEV distribution by chance? If so, I made functions dgev,
>>>> pgev, qgev, and rgev that you can find install with:
>>>>
>>>> install.packages(c("this.path", "essentials"), repos = "
>>>> https://raw.githubusercontent.com/ArcadeAntics/PACKAGES")
>>>>
>>>> and then in your R script
>>>>
>>>> library(essentials)
>>>> dgev(...) or pgev or qgev as needed
>>>>
>>>> On Thu, Aug 4, 2022, 09:31 Md. Moyazzem Hossain <hossainmm using juniv.edu>
>>>> wrote:
>>>>
>>>>> Dear R Experts,
>>>>>
>>>>> I hope that you are doing well.
>>>>>
>>>>> I am facing a problem to find out the value of the following function. I
>>>>> need help in this regard.
>>>>>
>>>>> #####
>>>>> a=rnorm(1000, 110, 5)
>>>>> b = rnorm(1000, -0.3, 0.4)
>>>>> s = length(a)
>>>>> lam=0.15
>>>>> thr=70
>>>>> r= 10
>>>>>
>>>>> ff = function(zz){
>>>>>    inner = vector("numeric", length = s)
>>>>>       for(k in 1:s){
>>>>>        inner[k]=(1- lam*((1+b[k]*((zz-thr)/a[k]))^(-1/b[k])))
>>>>>            }
>>>>>    answer = mean(inner)- (1- (1/r))
>>>>>    return(answer)
>>>>>    }
>>>>> ########
>>>>> out=uniroot(ff, lower = 0, upper = 10000 )$root
>>>>> out
>>>>>
>>>>> ########### Error ########
>>>>> Error in uniroot(ff, lower = 0, upper = 10000) :
>>>>>    f.upper = f(upper) is NA
>>>>>
>>>>> Please help me. Thanks in advance.
>>>>>
>>>>> Take care.
>>>>>
>>>>> Hossain
>>>>>
>>>>> --
>>>>> Best Regards,
>>>>> Md. Moyazzem Hossain
>>>>> Associate Professor
>>>>> Department of Statistics
>>>>> Jahangirnagar University
>>>>> Savar, Dhaka-1342, Bangladesh
>>>>>
>>>>>          [[alternative HTML version deleted]]
>>>>>
>>>>> ______________________________________________
>>>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>> PLEASE do read the posting guide
>>>>> http://www.R-project.org/posting-guide.html
>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>>
>>>>
>>>
>>> --
>>> Best Regards,
>>> Md. Moyazzem Hossain
>>> Associate Professor
>>> Department of Statistics
>>> Jahangirnagar University
>>> Savar, Dhaka-1342, Bangladesh
>>> Website: http://www.juniv.edu/teachers/hossainmm
>>> Research: *[image: Google Scholar]
>>> <https://scholar.google.com/citations?hl=en&user=-U03XCgAAAAJ>* | *ResearchGate
>>> <https://www.researchgate.net/profile/Md_Hossain107>* | *ORCID iD
>>> <https://orcid.org/0000-0003-3593-6936>*
>>>
>>
>