boot.matrix {extRemes}R Documentation

Boot Matrices.

Description

Set up matrices for bootstrapping sequences of extreme values.

Usage

boot.matrix(x, y)

Arguments

x Output from decluster.runs or decluster.intervals.
y Vector of observations.

Details

This function merely formats the information needed by boot.sequence to improve efficiency.

Value

A list containing two (unamed) matrices, each with columns corresponding to clusters identified in 'x.'

comp1 inter-exceedance times
comp2 Data values in 'y' corresponding to the exceedances in each cluster.

Note

Maintained by Eric Gilleland.

Author(s)

Chris Ferro

See Also

boot.sequence, decluster.intervals, decluster.runs

Examples

# Simulate 1000 uniform random variables.
x <- runif(1000)

# Perform runs declustering with run length = 1 and 90th percentile as threshold.
u <- quantile(x, 0.9)
z <- x > u
dec <- decluster.runs(z, 1)

# Make sure estimated run length is not zero before doing the rest.
if( dec[["par"]] != 0) {
   # Set up the matrices for bootstrapping.
   mat <- boot.matrix(dec, x)
   # Bootstrap with 500 iterations.
   eib <- numeric(500)
   for( i in 1:500) {
        set.seed(i)
        zb <- boot.sequence(mat[[1]],mat[[2]],u) > u
        eib[i] <- exi.intervals(zb)
        } # end of for 'i' loop.
   # Obtain bootstrapped 95th percentile confidence intervals.
   conf.int <- quantile( eib, c((1-0.95)/2,(1+0.95)/2))
} # end of if run length estimate not zero stmt.

[Package extRemes version 1.59 Index]