[R] BY GROUP in evir R package

Peter Maclean pmaclean2011 at yahoo.com
Wed Jul 6 19:18:10 CEST 2011

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,


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.


> -----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 
> > 
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