Return Level Function

Compute return levels (quantiles) from a distribution by inputting return periods. The return periods correspond to events that are exceedances of a quantile, not non-exceedances.

Usage

eval_return(distribution, at)

enframe_return(..., at, arg_name = ".arg", fn_prefix = "return", sep = "_")

Arguments

distribution, ...

A distribution, or possibly multiple distributions in the case of ....

at

Vector of return periods >=1.

arg_name

For enframe_, name of the column containing the function arguments. Length 1 character vector.

fn_prefix

For enframe_, name of the function to appear in the column(s). Length 1 character vector.

sep

When enframe'ing more than one distribution, the character that will be separating the fn_name and the distribution name. Length 1 character vector.

Value

The evaluated representation in vector form (for eval_) with length matching the length of at, and data frame or tibble form (for enframe_) with number of rows matching the length of at. The at input occupies the first column, named .arg by default, or the specification in arg_name; the evaluated representations for each distribution in ... go in the subsequent columns (one column per distribution). For a single distribution, this column is named according to the representation by default (cdf, survival, quantile, etc.), or the value in fn_prefix. For multiple distributions, unnamed distributions are auto-named, and columns are named <fn_prefix><sep><distribution_name> (e.g., cdf_distribution1).

Details

This function is simply the quantile function evaluated at 1 - 1 / at.

See also

Other distributional representations: eval_cdf(), eval_chf(), eval_density(), eval_hazard(), eval_odds(), eval_pmf(), eval_quantile(), eval_survival()

Examples

d <- dst_gpd(24, 0.3)
eval_return(d, at = c(2, 25, 100, 200))
#> [1]  18.49155 130.12222 238.48574 312.10194