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Delta-method variance of a fitted quantile

Source: R/fit.R
quantile_variance.Rd

The Cohn-style delta-method variance of the discharge quantile at a given annual exceedance probability, off a fit_gmm() fit's sandwich covariance. Wraps the shared C++ Bulletin17CDistribution::quantile_variance.

Usage

quantile_variance(fit, aep)

Arguments

fit

a corehydro_fit from fit_gmm().

aep

annual exceedance probability (e.g. 0.01 for the 1% AEP / 100-year quantile).

Value

A single numeric: the variance of the fitted quantile at aep.

See also

fit_gmm().

Examples

peaks <- c(12500, 15300, 8900, 22100, 18700, 14200, 9800, 28500, 17400, 11600)
f <- fit_gmm(model_bulletin17c(peaks))
quantile_variance(f, 0.01)
#> [1] 0.02280342