Fit GEV at all sites (Stage 1, stationary)

Fits a stationary GEV distribution to annual block maxima at each site using extRemes::fevd. Returns pointwise MLEs and their asymptotic covariance matrices. For a nonstationary alternative that accounts for sea level trends at NOAA sites, see fit_gev_detrended.

Usage

fit_gev_all(dat, log_scale = TRUE)

Arguments

dat

An evfuse_data object from load_data.

log_scale

Logical. If TRUE (default), return log(sigma) instead of sigma. This is standard for the stage 2 model where we need unconstrained parameters.

Value

A list with components:

theta_hat

Matrix of dimension (n_sites x 3). Columns are mu, log_sigma (or sigma), xi. Rows ordered to match dat$sites.

vcov_list

List of n_sites 3x3 asymptotic covariance matrices for (mu, log_sigma, xi) at each site.

fits

List of raw fevd fit objects for diagnostics.

converged

Logical vector indicating convergence at each site.

See also

fit_gev_detrended for the nonstationary version.