Index
PMP.PearsonType1
— TypePearsonType1(a,b,α,β)
The Pearson Type 1 distribution with shape parameters α
and β
defined on the interval (a
, b
) has the probability density function for $a<y<b$
\[f(y; a, b, \alpha, \beta) = \frac{1}{B(\alpha, \beta)} \frac{(y-a)^{\alpha-1} (b-y)^{\beta-1}}{(b-a)^{\alpha+\beta-1}},\]
and 0 elsewhere.
PearsonType1() # Pearson Type 1 distribution on the unit interval with shape parameters (1,1) i.e. Uniform(0, 1)
params(d) # Get the parameters, i.e. (a, b, α, β)
location(d) # Get the location parameter, i.e. a
scale(d) # Get the scale parameter, i.e. b-a
shape(d) # Get the shape parameters, i.e. (α, β)
External links
PMP.PearsonType1b
— TypePearsonType1b(b,α,β)
The Pearson Type 1 distribution with shape parameters α
and β
defined on the interval (0, b
) has the probability density function for $0<y<b$
\[f(y; b, \alpha, \beta) = \frac{1}{B(\alpha, \beta)} \frac{y^{\alpha-1} (b-y)^{\beta-1}}{b^{\alpha+\beta-1}},\]
and 0 elsewhere.
PearsonType1b() # Pearson Type 1 distribution on the unit interval with shape parameters (1,1) i.e. Uniform(0, 1)
params(d) # Get the parameters, i.e. (b, α, β)
scale(d) # Get the scale parameter, i.e. b
shape(d) # Get the shape parameters, i.e. (α, β)
External links
PMP.PearsonType1c
— TypePearsonType1c(b,μ,ν)
The Pearson Type 1 distribution with shape parameters μ
and ν
defined on the interval (0, b
) has the probability density function for $0<y<b$
\[f(y; b, \mu, \nu) = \frac{1}{B(\mu, \nu)} \frac{y^{\mu\nu-1} (b-y)^{\nu(1-\mu) - 1}}{b^{\nu-1}},\]
and 0 elsewhere.
PearsonType1c() # Pearson Type 1 distribution on the unit interval with shape parameters (1/2,2) i.e. Uniform(0, 1)
params(d) # Get the parameters, i.e. (b, μ, ν)
scale(d) # Get the scale parameter, i.e. b
shape(d) # Get the shape parameters, i.e. (μ, ν)
Base.maximum
— Methodmaximum(pd::PearsonType1b)
Obtain the upper limit of the distribution pd, b.
Base.maximum
— Methodmaximum(pd::PearsonType1)
Obtain the upper limit of the distribution pd, b.
Base.minimum
— Methodminimum(pd::PearsonType1b)
Obtain the lower limit of the distribution pd, 0.
Base.minimum
— Methodminimum(pd::PearsonType1)
Obtain the lower limit of the distribution pd, a.
Base.rand
— Methodrand(rng::Random.AbstractRNG, pd::PearsonType1b)
Generate a random realization of distribution pd.
Base.rand
— Methodrand(rng::Random.AbstractRNG, pd::PearsonType1)
Generate a random realization of the distribution pd.
Distributions.cdf
— Methodcdf(pd::PearsonType1, x::Real)
Compute the cumulative distribution function value of pd at point x.
Distributions.cdf
— Methodcdf(pd::PearsonType1b, x::Real)
Compute the cumulative distribution function value of pd at point x.
Distributions.insupport
— Methodinsupport(pd::PearsonType1, x::Real)
Establish if the point x is within the support of the distribution pd.
Distributions.insupport
— Methodinsupport(pd::PearsonType1b, x::Real)
Establish if the point x is within the support of the distribution pd.
Distributions.location
— Methodlocation(pd::PearsonType1b)
Obtain distribution location parameter 0.
Distributions.location
— Methodlocation(pd::PearsonType1c)
Obtain distribution location parameter 0.
Distributions.location
— Methodlocation(pd::PearsonType1)
Obtain distribution location parameter a.
Distributions.logpdf
— Methodlogpdf(pd::PearsonType1, x::Real)
Compute the log of the value of the probability density function of pd at point x.
Distributions.logpdf
— Methodlogpdf(pd::PearsonType1b, x::Real)
Compute the log of the value of the probability density function of pd at point x.
Distributions.logpdf
— Methodlogpdf(pd::PearsonType1c, x::Real)
Compute the log of the value of the probability density function of pd at point x.
Distributions.scale
— Methodscale(pd::PearsonType1b)
Obtain distribution scale parameter b.
Distributions.scale
— Methodscale(pd::PearsonType1c)
Obtain distribution scale parameter b.
Distributions.scale
— Methodscale(pd::PearsonType1)
Obtain distribution scale, given by b-a.
Distributions.shape
— Methodshape(pd::PearsonType1b)
Obtain distribution shape parameters α and β.
Distributions.shape
— Methodshape(pd::PearsonType1c)
Obtain distribution shape parameters μ and ν.
Distributions.shape
— Methodshape(pd::PearsonType1)
Obtain distribution shape parameters α and β.
PMP.PMP_GEV
— MethodPMP_GEV(rain::Vector{<:Real}, date::Vector{DateTime}, return_time::Real, d₁::Int, d₂::Int)
PMP_GEV(rain::Vector{<:Real}, date::Vector{DateTime}, return_time::Real)
Estimation of the PMP by univariate GEV method, with a chosen return time.
PMP.PMP_Hershfield
— MethodPMP_Hershfield(rain_daily::Vector{<:Real}, date::Vector{DateTime}, K::Real, d₁::Int, d₂::Int)
PMP_Hershfield(rain_daily::Vector{<:Real}, date::Vector{DateTime}, K::Real)
PMP_Hershfield(rain_daily::Vector{<:Real}, date::Vector{DateTime}, d₁::Int, d₂::Int)
PMP_Hershfield(rain_daily::Vector{<:Real}, date::Vector{DateTime})
Estimation of the PMP by Hershfield empirical method.
PMP.PMP_mm
— FunctionPMP_mm(rain_storm::Vector{<:Real}, pw_storm::Vector{<:Real}, date_storm::Vector{DateTime}, pw_max::Vector{<:Real})
PMP_mm(rain_storm::Vector{<:Real}, pw_storm::Vector{<:Real}, date_storm::Vector{Date}, pw_max::Vector{<:Real})
Estimation of the PMP by moisture maximization.
PMP.PW_max
— FunctionPW_max(pw::Vector{<:Real}, date::Vector{DateTime})
PW_max(pw::Vector{<:Real}, date::Vector{Date})
Estimate the maximum precipitable water for each month of interest.
PMP.PW_return_period
— FunctionPW_return_period(pw::Vector{<:Real}, date::Vector{DateTime}, return_period::Int=100)
PW_return_period(pw::Vector{<:Real}, date::Vector{Date}, return_period::Int=100)
Estimate the precipitable water return value for each month of interest for a given return period.
PMP.PW_storm
— FunctionPW_storm(storm_date::Vector{DateTime}, dewpoint::Vector{<:Real}, dewpoint_date::Vector{DateTime}, d₂::Int, frequency::Int, time_int::Int=12)
PW_storm(storm_date::Vector{Date}, dewpoint::Vector{<:Real}, dewpoint_date::Vector{DateTime}, d₂::Int, frequency::Int, time_int::Int=12)
PW_storm(storm_date::Vector{DateTime}, dewpoint::Vector{<:Real}, dewpoint_date::Vector{Date}, d₂::Int, frequency::Int, time_int::Int=12)
PW_storm(storm_date::Vector{Date}, dewpoint::Vector{<:Real}, dewpoint_date::Vector{Date}, d₂::Int, frequency::Int, time_int::Int=12)
Get the precipitable water for each storm.
PMP.dataset
— Methoddataset(name::String)::DataFrame
Load the dataset associated with name
.
Datasets available:
rain
: observed precipitations (in mm) recorded at the Montréal-Trudeau International Airport;dewpoint
: observed dew point (in °C) recorded at the Montréal-Trudeau International Airport.
Examples
julia> PMP.dataset("rain")
PMP.dewpoint_to_PW
— Methoddewpoint_to_PW(dew_data::Real)
Convert dew point observation in precipitable water (PW).
The relation is given by the Table A.1.1 of the annex of the "Manual on Estimation of Probable Maximum Precipitation (PMP)" (WMO, 2009).
PMP.get_max_persisting_dew
— Functionget_max_persisting_dew(dewpoint::Vector{<:Real}, frequency::Int, time_int::Int=12)
Get the maximum persisting dewpoint of a storm for which data are taken at a given frequency.
The highest persisting dewpoint for some specified time interval is the value equalled or exceeded at all observations during the period (WMO, 2009).
PMP.logcdf
— Methodlogcdf(pd::PearsonType1, x::Real)
Compute the log cumulative distribution function value of pd at point x.
PMP.logcdf
— Methodlogcdf(pd::PearsonType1b, x::Real)
Compute the log cumulative distribution function value of pd at point x.
PMP.storm_maximization
— Functionstorm_maximization(rain_storm::Vector{<:Real}, pw_storm::Vector{<:Real}, date_storm::Vector{DateTime}, pw_max::Vector{<:Real})
storm_maximization(rain_storm::Vector{<:Real}, pw_storm::Vector{<:Real}, date_storm::Vector{Date}, pw_max::Vector{<:Real})
Estimation of the maximization ratio, effective precipitation and maximized precipitation.
PMP.storm_selection
— Functionstorm_selection(rain::Vector{<:Real}, date::Vector{DateTime}, p::Real, d₁::Int, d₂::Int=72)
storm_selection(rain::Vector{<:Real}, date::Vector{Date}, p::Real, d₁::Int, d₂::Int=72)
storm_selection(rain::Vector{<:Real}, date::Vector{DateTime}, p::Real)
storm_selection(rain::Vector{<:Real}, date::Vector{Date}, p::Real)
Select the PMP magnitude storms of each year.
The function choose the greatest precipitations of duration d₂
from data of duration d₁
while avoiding overlap. The function then select the p (a proportion) greatest storm of each year to be maximized.
PMP.total_precipitation
— Functiontotal_precipitation(rain::Vector{<:Real}, date::Vector{DateTime}, d₁::Int, d₂::Int)
total_precipitation(rain::Vector{<:Real}, date::Vector{Date}, d₁::Int, d₂::Int)
Estimate the greatest precipitations taken over a given duration d₁
on a longer duration d₂
.
The function choose the greatest precipitations of duration d₂
while avoiding overlap. Datasets rain
and date
should not contain missing data.
PMP.update_stepsize
— Methodupdate_stepsize(δ::Real, accrate::Real)
Update of the random walk step size for the Metropolis-Hastings algorithm
Statistics.mean
— Methodmean(pd::PearsonType1b)
Obtain the expectation of the distribution pd.
Statistics.mean
— Methodmean(pd::PearsonType1)
Obtain the expectation of the distribution pd.
Statistics.quantile
— Methodquantile(pd::PearsonType1, p::Real)
Compute the quantile of probability p.
Statistics.quantile
— Methodquantile(pd::PearsonType1b, p::Real)
Compute the quantile of probability p.
Statistics.quantile
— Methodquantile(pd::PearsonType1c, p::Real)
Compute the quantile of probability p.
Statistics.std
— Methodstd(pd::PearsonType1b)
Obtain the standard deviation of the distribution pd.
Statistics.std
— Methodstd(pd::PearsonType1)
Obtain the standard deviation of the distribution pd.
Statistics.var
— Methodvar(pd::PearsonType1b)
Obtain the variance of the distribution pd.
Statistics.var
— Methodvar(pd::PearsonType1)
Obtain the variance of the distribution pd.
StatsAPI.params
— Methodshape(pd::PearsonType1b)
Obtain all distribution parameters b, α and β.
StatsAPI.params
— Methodshape(pd::PearsonType1c)
Obtain all distribution parameters b, μ and ν.
StatsAPI.params
— Methodshape(pd::PearsonType1)
Obtain all distribution parameters a, b, α and β.
StatsBase.entropy
— Methodentropy(pd::PearsonType1b)
entropy(pd::PearsonType1b, base::Real)
Compute the entropy value of distribution pd, w.r.t. a given base if given.
StatsBase.entropy
— Methodentropy(pd::PearsonType1)
entropy(pd::PearsonType1, base::Real)
Compute the entropy value of distribution pd, w.r.t. a given base if given.
StatsBase.kurtosis
— Methodkurtosis(pd::PearsonType1b)
kurtosis(pd::PearsonType1b, correction::Bool)
Obtain the excess kurtosis (if correction = false) or kurtosis (if correction = true) of the distribution pd .
StatsBase.kurtosis
— Methodkurtosis(pd::PearsonType1)
kurtosis(pd::PearsonType1, correction::Bool)
Obtain the excess kurtosis (if correction = false) or kurtosis (if correction = true) of the distribution pd .
StatsBase.mode
— Methodmode(pd::PearsonType1b)
Obtain the first mode of the distribution pd.
StatsBase.mode
— Methodmode(pd::PearsonType1)
Obtain the first mode of the distribution pd.
StatsBase.modes
— Methodmodes(pd::PearsonType1b)
Obtain all modes (if this makes sense) of the distribution pd.
StatsBase.modes
— Methodmodes(pd::PearsonType1)
Obtain all modes (if this makes sense) of the distribution pd.
StatsBase.skewness
— Methodskewness(pd::PearsonType1b)
Obtain the skewness of the distribution pd.
StatsBase.skewness
— Methodskewness(pd::PearsonType1)
Obtain the skewness of the distribution pd.