Description Usage Arguments Details Value References See Also Examples

Produces a diagnostic plot to assist with threshold choice for bivariate data.

1 |

`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,...,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.

1 2 | ```
## Not run: bvtcplot(lossalae)
## Not run: bvtcplot(lossalae, spectral = TRUE)
``` |

evd documentation built on May 20, 2017, 1:31 a.m.

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