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#############################################################################
# Copyright (c) 2014 Mathieu Ribatet
# Copyright (c) 2022 Christophe Dutang => replace fitted to object
#
# 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
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the
# Free Software Foundation, Inc.,
# 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA
#
#############################################################################
## This file contains several functions to plot Peaks Over a Threshold.
pp.uvpot <- function(object, main, xlab,
ylab, ci = TRUE,...){
if(!inherits(object, "uvpot"))
stop("Use only with 'uvpot' objects")
if (object$var.thresh)
stop("Return Level plot is available only for constant threshold !")
data <- object$exceed
loc <- object$threshold[1]
scale <- object$param["scale"]
shape <- object$param["shape"]
n <- object$nat
p_emp <- ppoints(n)
p_fit <- pgpd(sort(data), loc, scale, shape)
if ( missing(main) ) main <- 'Probability plot'
if ( missing(ylab) ) ylab <- 'Model'
if ( missing(xlab) ) xlab <- 'Empirical'
if(length(p_fit) != length(p_emp))
stop("internal error in pp.uvpot()")
plot(p_emp, p_fit, main = main, xlab = xlab, ylab = ylab, ...)
abline(0,1)
if (ci){
p_emp <- 1:n / (n+1)
samp <- rgpd(1000*n, loc, scale, shape)
samp <- matrix(samp, n, 1000)
samp <- apply(samp, 2, sort)
samp <- apply(samp, 1, sort)
ci_inf <- pgpd(samp[25,], loc, scale, shape)
ci_sup <- pgpd(samp[975,], loc, scale, shape)
points( p_emp, ci_inf, pch = '-')
points( p_emp, ci_sup, pch = '-')
}
}
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