Hi
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, LCollet ______________________________________________ R-help@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.
