cvplot: Exploratory empirical residual coefficient of variation

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

Description

Exploratory empirical residual coefficient of variation for extreme value analysis.

Usage

cvplot(data, threshold = NA, nextremes = NA, omit=4, evi=0, main="CVplot", 
       conf.level=0.90, xlab="Excluded sample size", 
       ylab="Coefficient of variation", col="blue", ...)

Arguments

data	a numeric vector.
threshold	a threshold value (either this or nextremes must be given but not both).
nextremes	the number of upper extremes to be used (either this or threshold must be given but not both).
omit	the minimum required number of upper extremes for computing residual statistics.
evi	extreme value index. In particular, the shape parammeter of a generalized Pareto distribution.
main	an overall title for the plot.
conf.level	confidence level of the interval (defaults to 0.90).
xlab	horizontal axis label. Defaults to Excluded sample size.
ylab	vertical axis label. Defaults to Coefficient of variation.
col	plot color. Defaults to blue.
...	Usual graphic parameters.

Value

Plot of the empirical residual CV and confidence intervals.

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, ccdfplot, cvevi, evicv, fitpot, ppot, qpot, tdata, thrselect, Tm

Examples

data("moby", package = "poweRlaw")
cvplot(moby, main="MobyDick")

data(iFFT)
cvplot(iFFT, threshold=median(iFFT), main="iFFT") 

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