bvtcplot | R Documentation |
Produces a diagnostic plot to assist with threshold choice for bivariate data.
bvtcplot(x, spectral = FALSE, xlab, ylab, ...)
x |
A matrix or data frame, ordinarily with two columns, which may contain missing values. |
spectral |
If |
ylab , xlab |
Graphics parameters. |
... |
Other arguments to be passed to the plotting function. |
If spectral
is FALSE
(the default), produces a threshold
choice plot as illustrated in Beirlant et al. (2004). With n
non-missing bivariate observations, the integers
k = 1,\dots,n-1
are plotted against the values
(k/n)r_{(n-k)}
, where r_{(n-k)}
is the (n-k)
th order statistic of the sum of the margins
following empirical transformation to standard Frechet.
A vertical line is drawn at k0
, where k0
is the largest
integer for which the y-axis is above the value two. If spectral
is FALSE
, the largest k0
data points are used to plot an
estimate of the spectal measure H([0, w])
versus w
.
A list is invisibly returned giving k0
and the values used to
produce the plot.
Beirlant, J., Goegebeur, Y., Segers, J. and Teugels, J. L. (2004) Statistics of Extremes: Theory and Applications., Chichester, England: John Wiley and Sons.
fbvpot
, tcplot
## Not run: bvtcplot(lossalae)
## Not run: bvtcplot(lossalae, spectral = TRUE)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.