[ncl-talk] GEV assistance needed

[Michael Notaro]

In the example below, I have 20 values of precipitation in inches.
Each value is the highest daily precipitation for one of 20 years.
I want to estimate the 1-day/100-year GEV precipitation level.
For some reason, my older script included multiplying the shape
parameter by -1.  That gave a GEV value of 65757", definitely wrong.
If I get rid of the *-1 part, the GEV value becomes more reasonable,
1.73", but too low compared to the 20 annual max values.  So I have
two questions.

  1.  Is there something wrong with the script below?
  2.  Is there ever a need to multiply any of the parameters by -1?  I
  3.  did it once before but have no recollection of why I did it.

Thanks, Michael

yearmax=(/1.83,1.69,3.24,1.99,1.69,1.79,2.78,1.70,4.85,2.35,3.37,1.72,3.96,2.35,2.29,3.33,3.97,3.53,3.11,1.69/)
param=extval_mlegev(yearmax,0,False)
param_mle_location=param(0)
param_mle_scale=param(1)
param_mle_shape=param(2)*-1.
coeff=-1.*log(1.-1./100.)
gev=param_mle_scale/param_mle_shape*[coeff^(-1.*param_mle_shape)-1.]+param_mle_location
print("param_mle_location="+param_mle_location+"  param_mle_scale="+param_mle_scale+"  param_mle_shape="+param_mle_shape+"  coeff="+coeff+"  gev= "+gev)

param_mle_location=1.65715  param_mle_scale=0.216018  param_mle_shape=2.98224  coeff=0.0100503  gev= 65757.5

earmax=(/1.83,1.69,3.24,1.99,1.69,1.79,2.78,1.70,4.85,2.35,3.37,1.72,3.96,2.35,2.29,3.33,3.97,3.53,3.11,1.69/)
param=extval_mlegev(yearmax,0,False)
param_mle_location=param(0)
param_mle_scale=param(1)
param_mle_shape=param(2)*-1.
coeff=-1.*log(1.-1./100.)
gev=param_mle_scale/param_mle_shape*[coeff^(-1.*param_mle_shape)-1.]+param_mle_location
print("param_mle_location="+param_mle_location+"  param_mle_scale="+param_mle_scale+"  param_mle_shape="+param_mle_shape+"  coeff="+coeff+"  gev= "+gev)

param_mle_location=1.65715  param_mle_scale=0.216018  param_mle_shape=-2.98224  coeff=0.0100503  gev= 1.72958




Michael Notaro
Associate Director
Nelson Institute Center for Climatic Research
University of Wisconsin-Madison
Phone: (608) 261-1503
Email: mnotaro at wisc.edu
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