[R] Peak Over Threshold values

[Tonja Krueger]

   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