[R] BY GROUP in evir R package

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Thu Jul 7 12:13:21 CEST 2011


lapply(rg2, function(x) x$par.ests) 

there is no slot residuals! The function gev() does return a S3-object with class attribute 'gev', see ?gev. 

> 
> Dr. Pfaff:
> 
> After using str; can you give an example on data extration 
> (e.g. for $par.ests and @residuals)
> 
> 
> 
> ----- Original Message ----
> From: "Pfaff, Bernhard Dr." <Bernhard_Pfaff at fra.invesco.com>
> To: Peter Maclean <pmaclean2011 at yahoo.com>; Dr. Bernhard Pfaff 
> <bernhard at pfaffikus.de>
> Cc: "r-help at r-project.org" <r-help at r-project.org>
> Sent: Wed, July 6, 2011 8:17:12 AM
> Subject: AW: [R] BY GROUP in evir R package
> 
> Hello Peter,
> 
> str(rg2)
> 
> us quite revealing for this; by() returns a list and hence 
> lapply() can be 
> employed, e.g.:
> lapply(rg2, rlevel.gev, k.blocks = 5)
> 
> By the same token, you can extract the relevant bits and 
> pieces and put them 
> together in a data.frame.
> 
> Best,
> Bernhard 
> 
> > -----Ursprüngliche Nachricht-----
> > Von: r-help-bounces at r-project.org 
> > [mailto:r-help-bounces at r-project.org] Im Auftrag von Peter Maclean
> > Gesendet: Mittwoch, 6. Juli 2011 09:25
> > An: Dr. Bernhard Pfaff
> > Cc: r-help at r-project.org
> > Betreff: Re: [R] BY GROUP in evir R package
> > 
> > Dr. Pfaff: 
> > How do we pass the "by" results to "rlevel.gev" function to 
> > get the return level and also save the results (both 
> > rg2(par.ests and $par.ses) and rl) as.data.frame?
> > 
> > #Grouped vector
> > Gdata <- data.frame(n = rep(c(1,2,3), each = 100), y = rnorm(300))
> > library(evir)
> > require(plyr)
> > 
> > #Model for Grouped
> > rg2<- by(Gdata,Gdata[,"n"], function(x) gev(x$y, 5, method = 
> > "BFGS", control =list(maxit = 500))) # rl <- rlevel.gev(rg2, 
> > k.blocks = 5, add = TRUE)
> >  
> > 
> > 
> > 
> > ----- Original Message ----
> > From: Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
> > To: Peter Maclean <pmaclean2011 at yahoo.com>
> > Sent: Fri, June 3, 2011 2:45:28 PM
> > Subject: Re: BY GROUP in evir R package
> > 
> > Hello Peter,
> > 
> > many thanks for your email. Well, as you might have guessed, 
> > there is also a 
> > function by() in R that does the same job. See help("by") for 
> > more information.
> > 
> > Best,
> > Bernhard
> > 
> > Peter Maclean schrieb:
> > > Hi,
> > > I am new in R and I want to use your package for data 
> > analysis. I usually use 
> > >SAS. I have rainfall data for different points. Each point 
> > has 120 observations. 
> > >The rainfall data is in the first column (RAIN) and the 
> > categorical variable 
> > >that group the data is in the second column (GROUP). The 
> > data frame is 
> > >rain.data. How can I use the gev function to estimate all 
> > three parameters by 
> > >GROUP variable group? In SAS there is a by() function that 
> > estimate the model by 
> > >group. However, I would like to move to R.
> > >  With thanks, 
> > >  Peter Maclean
> > > Department of Economics
> > > University of Dar -es- Salaam, Tanzania 
> > > 
> > > 
> > 
> > ______________________________________________
> > R-help at r-project.org mailing list
> > 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.
> > 
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