pickands.plot: Plot for the Pickands dependence function.

In ExtremalDep: Extremal Dependence Models

Plot for the Pickands dependence function.

Description

This function displays the Pickands dependence function for bivariate and trivariate extreme values models.

Usage

pickands.plot(model, par, labels, cex.lab, contour, cex.cont)

Arguments

model	A string with the name of the model considered. Takes value "HR", "ET" or "EST".
par	A vector representing the parameters of the model.
labels	A vector of character strings indicating the labels. Must be of length 1 for bivariate models and 3 for trivariate models.
cex.lab	A positive real indicating the size of the labels.
contour	A logical value; if TRUE the contour levels are displayed. Required for trivariate models only.
cex.cont	A positive real indicating the size of the contour labels.

Details

The Pickands dependence function is computed using the function index.ExtDep with argument object="pickands". When contours are displayed, levels are chosen to be the deciles.

Author(s)

Simone Padoan, [e-mail], https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, [e-mail] https://www.borisberanger.com;

See Also

dExtDep

Examples

pickands.plot(model="HR", par=0.6)
## Not run: 
pickands.plot(model="ET", par=c(0.6, 0.2, 0.5, 2))


## End(Not run)

ExtremalDep documentation built on June 29, 2025, 9:06 a.m.