diff --git a/R/eva_functions.R b/R/eva_functions.R index c2f8f6f..43927ea 100644 --- a/R/eva_functions.R +++ b/R/eva_functions.R @@ -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