library(evir) data(siemens) ## Losses SieLoss <- -100.0 * siemens ## package evir: SieGEV <- gev(SieLoss, block = "semester") SieGEV plot(SieGEV$data, type = "h", col = "blue", xlab = "", ylab = "Block Maxima", main = "Maximum Biannual Losses of Siemens") ## package ismev: library(ismev) SieGEV2 <- gev.fit(SieGEV$data) SieGEV2 gev.diag(SieGEV2) par(mfrow = c(2, 1)) gev.prof(SieGEV2, m = 20, xlow = 5, xup = 16, conf = 0.95) gev.profxi(SieGEV2, xlow = 0.0, xup = 0.7, conf = 0.95) mLoss <- max(SieGEV$data) mYears <- 1 / (1 - pgev(mLoss, mu = SieGEV2$mle[1], sigma = SieGEV2$mle[2], xi = SieGEV2$mle[3])) / 2 ## package fExtremes: library(fExtremes) SieGEV3 <- gevFit(SieGEV$data, type = "pwm") SieGEV3