JuliaExtremes / IDFCurves.jl

MIT License
0 stars 0 forks source link

Use dGEV for return level confidence intervals #167

Open camarois opened 1 month ago

camarois commented 1 month ago
  1. Fit a dGEV general scaling distribution with Gaussian Copula and Matern Correlation matrix for historical and climex simulated data. Use a constrained delta parameter for MLE optimization based on delta parameter from historical precipitation data from ECCC.
  2. Calculate return levels for all durations including sub-hourly, based on scaling properties of the distribution.
  3. Calculate confidence intervals with delta method and plot IDF curves.
codecov[bot] commented 1 month ago

Codecov Report

Attention: Patch coverage is 6.45161% with 29 lines in your changes missing coverage. Please review.

Project coverage is 80.84%. Comparing base (e2b1e5f) to head (b59174d).

Files Patch % Lines
src/plots.jl 0.00% 29 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## feature/mle-constrained-optimisation #167 +/- ## ======================================================================== - Coverage 83.21% 80.84% -2.38% ======================================================================== Files 17 17 Lines 852 877 +25 ======================================================================== Hits 709 709 - Misses 143 168 +25 ```

:umbrella: View full report in Codecov by Sentry.
:loudspeaker: Have feedback on the report? Share it here.