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reverting change in GPD function
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Alowis committed Sep 10, 2024
1 parent a0ec252 commit 3b1ee81
Showing 1 changed file with 10 additions and 10 deletions.
20 changes: 10 additions & 10 deletions R/eva_functions.R
Original file line number Diff line number Diff line change
Expand Up @@ -383,16 +383,16 @@ tsEvaComputeReturnLevelsGPD <- function(epsilon, sigma, threshold, epsilonStdErr
npars <- length(sigma)
nt <- length(returnPeriods)

#XX_ <- rep(XX, each = npars)
XX_<-(matrix(XX, nrow = npars, ncol = nt, byrow = TRUE))
sigma_ <- t(matrix(sigma, nrow = nt, ncol = npars, byrow = TRUE))
sigmaStdErr_ <- t(matrix(sigmaStdErr, nrow = nt, ncol = npars, byrow = TRUE))
#sigma_ <- rep(sigma, times = nt)
#sigmaStdErr_ <- rep(sigmaStdErr, times = nt)
# threshold_ <- rep(threshold, times = nt)
# thresholdStdErr_ <- rep(thresholdStdErr, times = nt)
threshold_ <- t(matrix(threshold, nrow = nt, ncol = npars, byrow = TRUE))
thresholdStdErr_ <- t(matrix(thresholdStdErr, nrow = nt, ncol = npars, byrow = TRUE))
XX_ <- rep(XX, each = npars)
#XX_<-(matrix(XX, nrow = npars, ncol = nt, byrow = TRUE))
#sigma_ <- t(matrix(sigma, nrow = nt, ncol = npars, byrow = TRUE))
#sigmaStdErr_ <- t(matrix(sigmaStdErr, nrow = nt, ncol = npars, byrow = TRUE))
sigma_ <- rep(sigma, times = nt)
sigmaStdErr_ <- rep(sigmaStdErr, times = nt)
threshold_ <- rep(threshold, times = nt)
thresholdStdErr_ <- rep(thresholdStdErr, times = nt)
#threshold_ <- t(matrix(threshold, nrow = nt, ncol = npars, byrow = TRUE))
#thresholdStdErr_ <- t(matrix(thresholdStdErr, nrow = nt, ncol = npars, byrow = TRUE))

if (epsilon != 0) {
# estimating the return levels
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