[Rd] Fextremes - Error in if (xi > 0.5) (PR#9789)
software at iangregory.com
software at iangregory.com
Thu Jul 12 09:28:20 CEST 2007
Full_Name: Ian Gregory
Version: 2.41
OS: Widnows XP 64
Submission from: (NULL) (58.110.160.141)
Fextremes version: 240.10068
gpdFit(c(98,99,100),threshold=100,type="pwm")
Gives this error:
Error in if (xi > 0.5) { : missing value where TRUE/FALSE needed
This error will occur whenever a threshold value will choose a cut-off which
will have identical raw values above the cut-off.
In the example above; the raw values would all be the same and not exist.
A larger example would identify say a cut-off at 96% and produce the error.
Line 62-66 of the function GPD:
if (xi > 0.5) {
denom <- NA
warning("Asymptotic standard errors not available for",
"PWM Method when xi > 0.5")
}
Two fixes:
(1)
Change this line:
if (xi > 0.5) {
to
if (xi > 0.5 || xi==NA) {
(2)
Change this line:
warning("Asymptotic standard errors not available for",
to:
warning("Asymptotic standard errors not available for ",
ie. add a space after for.
Thank you,
Ian Gregory
Sydney University
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