GEV distribution and probability error

[Pawel_Dunin]

Hi, could you please help me out with this error?
Error in pgev(threshold, loc = location, scale = scale, shape = shape, :
invalid shape
In addition: Warning message:
In min(scale) : no non-missing arguments to min; returning Inf

I'm trying to calculate probability of value exceeding 1.8 from this data set

Install and load necessary packages

if (!requireNamespace("extRemes", quietly = TRUE)) {
install.packages("extRemes")
}
library(extRemes)

Your provided data

data <- c(2.7857, 2.11, 1.72, 1.6937, 1.6227, 1.6067, 1.5975, 1.59, 1.58, 1.5632, 1.55, 1.54,
1.538, 1.5357, 1.5266, 1.5266, 1.522, 1.522, 1.52, 1.52, 1.5151, 1.5151, 1.5128,
1.5128, 1.51, 1.5082, 1.5082, 1.5037, 1.5037, 1.5, 1.49, 1.4854, 1.4831, 1.4785,
1.4785, 1.4739, 1.4716, 1.4716, 1.4625, 1.46, 1.4579, 1.4579, 1.4556, 1.45, 1.4464,
1.4464, 1.4464, 1.4419, 1.44, 1.44, 1.4373, 1.4373, 1.435, 1.4258, 1.4258, 1.4258,
1.4235, 1.42, 1.4144, 1.41, 1.41, 1.4, 1.3984, 1.3961, 1.3938, 1.3938, 1.3915, 1.39,
1.39, 1.39, 1.39, 1.3869, 1.3869, 1.3846, 1.3823, 1.38, 1.38, 1.3778, 1.3755, 1.3755,
1.3755, 1.37, 1.37, 1.37, 1.37, 1.3686, 1.3686, 1.3663, 1.3663, 1.3663, 1.3617,
1.3617, 1.36, 1.3571, 1.3549, 1.3526, 1.3526, 1.35, 1.348, 1.348, 1.348, 1.348,
1.348, 1.348, 1.3457, 1.3457, 1.3457, 1.34, 1.34, 1.3365, 1.3365, 1.33, 1.3274,
1.3274, 1.3274, 1.3251, 1.3251, 1.3251, 1.3228, 1.32, 1.32, 1.3182, 1.3182, 1.3182,
1.3137, 1.3137, 1.3137, 1.3114, 1.3114, 1.31, 1.3068, 1.3068, 1.3022, 1.3022, 1.3,
1.2953, 1.2953, 1.293, 1.29, 1.2862, 1.2862, 1.2862, 1.2839, 1.2816, 1.28, 1.28,
1.277, 1.277, 1.2747, 1.2747, 1.27, 1.2679, 1.26, 1.25, 1.25, 1.245, 1.245, 1.245,
1.2427, 1.2427, 1.23, 1.23, 1.2267, 1.2244, 1.2221, 1.22, 1.2175, 1.2129, 1.21,
1.21, 1.2083, 1.1854, 1.1786, 1.1786, 1.17, 1.1488, 1.1374)

Fit GEV distribution to the data

gev_fit <- fgev(data)

Threshold value

threshold <- 1.8

Extract GEV parameters

location <- gev_fit$results[1, "location"]
scale <- gev_fit$results[1, "scale"]
shape <- gev_fit$results[1, "shape"]

Calculate the probability of exceeding the threshold

prob_exceed_threshold <- pgev(threshold, loc = location, scale = scale, shape = shape, lower.tail = FALSE)

Print the result

cat("Probability of exceeding", threshold, ":", prob_exceed_threshold, "\n")

Plot histogram of the data

hist(data, main = "Histogram of Provided Data", xlab = "Value", col = "lightblue", border = "black")

Plot fitted GEV distribution

curve(dgev(x, loc = location, scale = scale, shape = shape), add = TRUE, col = "red", lwd = 2)

[vedoa]

Hi @Pawel_Dunin,

i had to change the part "Extract GEV parameters" to

location <- gev_fit$param["loc"]
scale <- gev_fit$param["scale"]
shape <-gev_fit$param["shape"]

then the rest worked. Using your code i get NULL for location, scale and shape and the same error message.

I'm assuming you are using the package evd for the fgev function.