Re: [R] Peak Over Threshold values

[Clint Bowman]

How about?

hi.rle<-rle(walevel>5.79)
lo.rle<-rle(walevel<5.36)
plot(walevel)
abline(h=5.8,col=2,lty=3)
abline(h=5.35,col=3,lty=3)
hi.lo.rle<-sort(c(cumsum(hi.rle$lengths),cumsum(lo.rle$lengths)))
abline(v=hi.lo.rle)
You can use the $values from the rle to sort things out.  Probably 
want to ignore the end point at length(walevel).

--
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On Wed, 26 May 2010, Vito Muggeo (UniPa) wrote:

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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