[R] MonteCarlo sampling on profile log likelihood - package extRemes

[Jue Lin-Ye]

>
> ​​
> Date: Wed, 10 Feb 2016 15:19:21 +0000
> From: Lila Collet <collet.lila at gmail.com>
> To: r-help at R-project.org
> Subject: [R] MonteCarlo sampling on profile log likelihood - package
>         extRemes
>
>
> 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
>
>
​A string with the subject "Generate random numbers under constrain" saved
in the r-help Archive (website: https://stat.ethz.ch/pipermail/r-help/)
around Thu, 27 Nov 2014 19:20:41 +0100 might help you.

-- 
Jue Lin-Ye​

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