[R] MonteCarlo sampling on profile log likelihood - package extRemes
collet.lila at gmail.com
Wed Feb 10 16:19:21 CET 2016
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.
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