[R] Peak Over Threshold values

Tonja Krueger tonja.krueger at web.de
Wed May 26 09:52:40 CEST 2010


   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


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