# [R] How to estimate the parameter for many variable?

Rui Barradas ru|pb@rr@d@@ @end|ng |rom @@po@pt
Fri Jul 9 08:38:00 CEST 2021

```Hello,

The following lapply one-liner fits a GEV to each column vector, there
is no need for the double for loop. There's also no need to create a
data set x.

library(ismev)
library(mgcv)
library(EnvStats)

# fit a GEV to each column
gev_fit_list <- lapply(Ozone_weekly2, gev.fit, show = FALSE)

# extract the parameters MLE estimates
mle_params <- t(sapply(gev_fit_list, '[[', 'mle'))

# assign column names
colnames(mle_params) <- c("location", "scale", "shape")

# see first few rows

The OP doesn't ask for plots but, here they go.

y_vals <- function(x, params){
loc <- params[1]
scale <- params[2]
shape <- params[3]
EnvStats::dgevd(x, loc, scale, shape)
}
plot_fit <- function(data, vec, verbose = FALSE){
fit <- gev.fit(data[[vec]], show = verbose)
x <- sort(data[[vec]])
hist(x, freq = FALSE)
lines(x, y_vals(x, params = fit\$mle))
}

# seems a good fit
plot_fit(Ozone_weekly2, 1)       # column number
plot_fit(Ozone_weekly2, "CA01")  # col name, equivalent

# the data seems gaussian, not a good fit
plot_fit(Ozone_weekly2, 4)       # column number
plot_fit(Ozone_weekly2, "CA08")  # col name, equivalent

Hope this helps,

Às 00:59 de 09/07/21, SITI AISYAH ZAKARIA escreveu:
> Dear all,
>
> Thank you very much for the feedback.
>
> Sorry for the lack of information about this problem.
>
> Here, I explain again.
>
> I use this package to run my coding.
>
> library(ismev)
> library(mgcv)
> library(nlme)
>
> The purpose of this is I want to get the value of parameter estimation
> using MLE by applying the GEV distribution.
>
> x <- data.matrix(Ozone_weekly2)                      x refers to my data
> that consists of 19 variables. I will attach the data together.
> x
> ti = matrix(ncol = 3, nrow = 888)
> ti[,1] = seq(1, 888, 1)
> ti[,2]=sin(2*pi*(ti[,1])/52)
> ti[,3]=cos(2*pi*(ti[,1])/52)
>
> /for(i in 1:nrow(x))
>    + { for(j in 1:ncol(x))                            the problem in
> here, i don't no to create the coding. i target my output will come out
> in matrix that
>      + {x[i,j] = 1}}                                       show the
> parameter estimation for 19 variable which have 19 row and 3 column/
> /                                                              row --
> refer to variable (station)  ; column -- refer to parameter estimation
> for GEV distribution
>
> /thank you.
>
> On Thu, 8 Jul 2021 at 18:40, Rui Barradas <ruipbarradas using sapo.pt
> <mailto:ruipbarradas using sapo.pt>> wrote:
>
>     Hello,
>
>     Also, in the code
>
>     x <- data.matrix(Ozone_weekly)
>
>     [...omited...]
>
>     for(i in 1:nrow(x))
>         + { for(j in 1:ncol(x))
>           + {x[i,j] = 1}}
>
>     not only you rewrite x but the double for loop is equivalent to
>
>
>     x[] <- 1
>
>
>     courtesy R's vectorised behavior. (The square parenthesis are needed to
>     keep the dimensions, the matrix form.)
>     And, I'm not sure but isn't
>
>
>     equivalent to
>
>     head(gev.fit, n = 4)
>
>     ?
>
>     Like Jim says, we need more information, can you post Ozone_weekly2 and
>     the code that produced gev.fit? But in the mean time you can revise
>     your
>     code.
>
>     Hope this helps,
>
>
>
>     Às 11:08 de 08/07/21, Jim Lemon escreveu:
>      > Hi Siti,
>      > I think we need a bit more information to respond helpfully. I
>     have no
>      > idea what "Ozone_weekly2" is and Google is also ignorant.
>     "gev.fit" is
>      > also unknown. The name suggests that it is the output of some
>      > regression or similar. What function produced it, and from what
>      > library? "ti" is known as you have defined it. However, I don't know
>      > what you want to do with it. Finally, as this is a text mailing list,
>      > we don't get any highlighting, so the text to which you refer cannot
>      > be identified. I can see you have a problem, but cannot offer any
>     help
>      > right now.
>      >
>      > Jim
>      >
>      > On Thu, Jul 8, 2021 at 12:06 AM SITI AISYAH ZAKARIA
>      > <aisyahzakaria using unimap.edu.my
>     <mailto:aisyahzakaria using unimap.edu.my>> wrote:
>      >>
>      >> Dear all,
>      >>
>      >> Can I ask something about programming in marginal distribution
>     for spatial
>      >> extreme?
>      >> I really stuck on my coding to obtain the parameter estimation for
>      >> univariate or marginal distribution for new model in spatial
>     extreme.
>      >>
>      >> I want to run my data in order to get the parameter estimation
>     value for 25
>      >> stations in one table. But I really didn't get the idea of the
>     correct
>      >> coding. Here I attached my coding
>      >>
>      >> x <- data.matrix(Ozone_weekly2)
>      >> x
>      >> ti = matrix(ncol = 3, nrow = 888)
>      >> ti[,1] = seq(1, 888, 1)
>      >> ti[,2]=sin(2*pi*(ti[,1])/52)
>      >> ti[,3]=cos(2*pi*(ti[,1])/52)
>      >> for(i in 1:nrow(x))
>      >>    + { for(j in 1:ncol(x))
>      >>      + {x[i,j] = 1}}
>      >>
>      >> My problem is highlighted in red color.
>      >> And if are not hesitate to all. Can someone share with me the
>     procedure,
>      >> how can I map my data using spatial extreme.
>      >> For example:
>      >> After I finish my marginal distribution, what the next
>     procedure. It is I
>      >> need to get the spatial independent value.
>      >>
>      >> That's all
>      >> Thank you.
>      >>
>      >> --
>      >>
>      >>
>      >>
>      >>
>      >>
>      >> "..Millions of trees are used to make papers, only to be thrown away
>      >> after a couple of minutes reading from them. Our planet is at
>      >> be considerate. THINK TWICE BEFORE PRINTING THIS.."
>      >>
>      >> DISCLAIMER: This email \ and any files transmitte...{{dropped:24}}
>      >>
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>      > and provide commented, minimal, self-contained, reproducible code.
>      >
>
>
>
> "..Millions of trees are used to make papers, only to be thrown away
> after a couple of minutes reading from them. Our planet is at stake.
> Please be considerate. THINK TWICE BEFORE PRINTING THIS.."
>
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```