ccdfplot: Plot of complementary empirical distribution function and the...

In ercv: Fitting Tails by the Empirical Residual Coefficient of Variation

Description

Plot of complementary empirical distribution function of a sample and the complementary distribution function from peaks-over-threshold model.

Usage

  ccdfplot(data, pars=NA, log="y", from=NA, ci=FALSE, main="Complementary cdf", 
  xlab="data", ylab="ccdf", ...)

Arguments

data	a numeric vector.
pars	a list with the set of parameters of peaks-over-threshold model.
log	a character string which contains x if the x axis is to be logarithmic, y if the y axis is to be logarithmic and xy or yx if both axes are to be logarithmic.
from	the origen of x-axis in the plot.
ci	should confidence bands be plotted. Defaults to FALSE.
main	an overall title for the plot.
xlab	horizontal axis label. Defaults to data.
ylab	vertical axis label. Defaults to ccdf.
...	usual graphic parameters.

Value

Plot of complementary empirical distribution function and the complementary distribution function.

Author(s)

Joan del Castillo, David Moriña Soler and Isabel Serra

References

del Castillo, J. and Padilla, M. (2016). Modeling extreme values by the residual coefficient of variation. SORT Statist. Oper. Res. Trans. 40(2), 303-320.

del Castillo, J. and Serra, I. (2015). Likelihood inference for Generalized Pareto Distribution. Computational Statistics and Data Analysis, 83, 116-128.

del Castillo, J., Daoudi, J. and Lockhart, R. (2014). Methods to Distinguish Between Polynomial and Exponential Tails. Scandinavian Journal of Statistics, 41, 382-393.

See Also

ercv-package, cievi, cvevi, cvplot, evicv, fitpot, ppot, qpot, tdata, thrselect, Tm

Examples

data(iFFT)
ccdfplot(iFFT)

Example output

Warning message:
In xy.coords(x, y, xlabel, ylabel, log) :
  1 y value <= 0 omitted from logarithmic plot

ercv documentation built on Oct. 30, 2019, 9:49 a.m.