Re: [R] Peak Over Threshold values

[Vito Muggeo (UniPa)]

dear Tonja,
By plotting your data

plot(df)
it seems to me that you are looking for a piecewise linear 
relationships. If this is the case, have a look to the package 
segmented. You have to specify or not the number and the starting values 
for the breakpoints

library(segmented)
olm<-lm(walevel~day)

#specify number and starting values for the breakpoints..
oseg<-segmented(olm, seg.Z=~day, psi=c(20,50,80))
plot(oseg,add=TRUE,col=2)
oseg$psi

#or you can avoid to specify starting values for psi
oseg<-segmented(olm, seg.Z=~day, 
psi=NA,control=seg.control(stop.if.error=FALSE,K=30))

plot(oseg,add=TRUE,col=2)
oseg$psi


best,
vito


Tonja Krueger ha scritto:
   Dear List

   I hope you can help me: I’ve got a dataframe (df) within which I am looking
   for Peak Over Threshold values as well as the length of the events. An event
   starts when walevel equals 5.8 and it should end when walevel equals the
   lower threshold value (5.35).

   I tried “clusters (…)” from “evd package”, and varied r (see example) but it
   did not work for all events (again see example).

   walevel <- c(5.75, 5.75, 5.75, 5.76, 5.80, 5.82, 5.85, 5.86, 5.91, 5.91,
   5.88, 5.92, 5.99, 6.02, 6.00, 6.08, 6.11, 6.10, 6.10, 6.11, 6.14, 6.12,
   6.15, 6.17, 6.15, 6.08, 6.01, 5.95, 5.89, 5.83, 5.77, 5.72, 5.70, 5.65,
   5.59, 5.51, 5.43, 5.33, 5.30, 5.25, 5.22, 5.21, 5.19, 5.19, 5.19, 5.13,
   5.15, 5.07, 5.04, 5.02, 4.99, 5.05, 5.07, 5.12, 5.17, 5.22, 5.32, 5.29,
   5.33, 5.33, 5.36, 5.37, 5.42, 5.43, 5.48, 5.55, 5.57, 5.66, 5.68, 5.72,
   5.77, 5.79, 5.81, 5.80, 5.80, 5.77, 5.72, 5.70, 5.66, 5.62, 5.62, 5.61,
   5.59, 5.57, 5.51, 5.47, 5.41, 5.39, 5.40, 5.40, 5.42, 5.45, 5.47, 5.50,
   5.50, 5.49, 5.43, 5.39, 5.33, 5.26)

   day <- c(1:100)

   df <- data.frame(day,walevel)

   library(evd)
   clusters(df$walevel, u = 5.80, r = 1, ulow = 5.35, cmax = T, plot = T)
   clusters(df$walevel, u = 5.80, r = 50, ulow = 5.35, cmax = T, plot = T)

   What have I done wrong?

   Tonja
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--
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 23895240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo

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