returnperiod<-function(excess,parameter){

# Compute return period for a given matrix of excesses and a given array of 
# Generalized Pareto distribution parameters
#
#  Description:
#
#       Returns return period of excesses 
#
# Usage: returnperiod(excess,parameter)
#
# Input:
#
#       excess: p x q matrix of excesses
#
#       parameter: 2 x p x q array with scale (first level of the array) and
#                  shape (second level of the array) parameters
#
# Output:
#
#       A matrix containing the return period of excesses
#
# Authors:
#
#      Caio Coelho <c.a.d.s.coelho@reading.ac.uk> 28 Feb 2006


rp<-excess

for(i in 1:dim(excess)[1])
   for(j in 1:dim(excess)[2])
       
      if (any(is.na(c(excess[i,j],parameter[1,i,j],parameter[2,i,j])))){
      rp[i,j]<-NA
      }
      else{     
      rp[i,j]<-1/(1-pgpd(excess[i,j],loc=0,scale=parameter[1,i,j],shape=parameter[2,i,j]))
      }
rp
}