R Under development (unstable) (2024-10-16 r87241 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(POT) > set.seed(123) > > x <- rbvgpd(50, model = "log", alpha = 0.5, mar1 = c(0, 1, 0.2)) > f1 <- fitbvgpd(x, c(1,1)/2) > convassess(f1) There were 21 warnings (use warnings() to see them) > str(f1) List of 22 $ fitted.values: Named num [1:5] 1.2778 -0.1915 1.1561 -0.0168 0.5815 ..- attr(*, "names")= chr [1:5] "scale1" "shape1" "scale2" "shape2" ... $ std.err : Named num [1:5] 0.3152 0.2147 0.2846 0.1792 0.0807 ..- attr(*, "names")= chr [1:5] "scale1" "shape1" "scale2" "shape2" ... $ var.cov : num [1:5, 1:5] 0.099328 -0.059559 0.02436 -0.009211 -0.000853 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:5] "scale1" "shape1" "scale2" "shape2" ... .. ..$ : chr [1:5] "scale1" "shape1" "scale2" "shape2" ... $ fixed : NULL $ param : Named num [1:5] 1.2778 -0.1915 1.1561 -0.0168 0.5815 ..- attr(*, "names")= chr [1:5] "scale1" "shape1" "scale2" "shape2" ... $ deviance : num 246 $ corr : NULL $ convergence : chr "successful" $ counts : Named int [1:2] 28 12 ..- attr(*, "names")= chr [1:2] "function" "gradient" $ message : NULL $ threshold : num [1:2] 0.5 0.5 $ nat : Named int [1:4] 41 31 28 44 ..- attr(*, "names")= chr [1:4] "Exceedance nb marg 1" "Exceedance nb marg 2" "Exceedance nb both marg" "Exceedance nb any marg" $ pat : Named num [1:3] 0.82 0.62 0.56 ..- attr(*, "names")= chr [1:3] "Exceedance prop marg 1" "Exceedance prop marg 2" "Exceedance prop both marg" $ data : num [1:50, 1:2] 0.7215 0.0495 3.4619 0.6959 1.1167 ... $ exceed1 : num [1:41] 0.721 3.462 0.696 1.117 1.692 ... $ exceed2 : num [1:31] 3.554 0.63 3.108 5.011 0.901 ... $ call : language fitbvgpd(data = x, threshold = c(1, 1)/2) $ est : chr "MLE" $ model : chr "log" $ logLik : num -123 $ opt.value : num -123 $ chi : Named num 0.504 ..- attr(*, "names")= chr "alpha" - attr(*, "class")= chr [1:2] "bvpot" "pot" > f1 Call: fitbvgpd(data = x, threshold = c(1, 1)/2) Estimator: MLE Dependence Model and Strength: Model : Logistic lim_u Pr[ X_1 > u | X_2 > u] = 0.504 Deviance: 246.4116 AIC: 256.4116 Marginal Threshold: 0.5 0.5 Marginal Number Above: 41 31 Marginal Proportion Above: 0.82 0.62 Joint Number Above: 28 Joint Proportion Above: 0.56 Number of events such as {Y1 > u1} U {Y2 > u2}: 44 Estimates scale1 shape1 scale2 shape2 alpha 1.27779 -0.19154 1.15610 -0.01678 0.58146 Standard Errors scale1 shape1 scale2 shape2 alpha 0.31516 0.21469 0.28461 0.17919 0.08066 Asymptotic Variance Covariance scale1 shape1 scale2 shape2 alpha scale1 0.099328 -0.059559 0.024360 -0.009211 -0.000853 shape1 -0.059559 0.046093 -0.004446 0.007059 -0.003654 scale2 0.024360 -0.004446 0.081003 -0.037056 -0.003994 shape2 -0.009211 0.007059 -0.037056 0.032107 -0.002424 alpha -0.000853 -0.003654 -0.003994 -0.002424 0.006505 Optimization Information Convergence: successful Function Evaluations: 28 Gradient Evaluations: 12 > > proc.time() user system elapsed 1.84 0.09 1.90