R/graph-qqpareto.R

In POT: Generalized Pareto Distribution and Peaks Over Threshold

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#   Copyright (c) 2026 Christophe Dutang
#                                                                                                                                                                        
#   This program is free software; you can redistribute it and/or modify                                               
#   it under the terms of the GNU General Public License as published by                                         
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#   This program is distributed in the hope that it will be useful,                                                             
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#############################################################################


qqpareto <- function(data, xlab, ylab, main="Pareto QQ-plot", doline=TRUE, line.col="blue", ...)
{
  
  data <- sort(data[!is.na(data)])
  data <- data[data > 0]
  n <- length(data)
  
  if (n <= 5) 
    stop("`data' has too few non-missing values")
  if(missing(xlab))
    xlab <- "Quantiles of standard exponential"
  if(missing(ylab))
    ylab <- "log(X)"
  
  pthe <- -log(1 - (1:n)/(n + 1))
  pemp <- log(data)
  plot(pthe, pemp, type = "p", main = main, xlab = xlab, ylab = ylab, ...)
  if(doline)
    abline(lm(pemp ~ pthe), col=line.col)
  invisible(list(x = pthe, y = pemp))
}