exiplot: Plot Estimates of the Extremal Index

In evd: Functions for Extreme Value Distributions

Plot Estimates of the Extremal Index

Description

Plots estimates of the extremal index.

Usage

exiplot(data, tlim, r = 1, ulow = -Inf, rlow = 1, add = FALSE, 
    nt = 100, lty = 1, xlab = "Threshold", ylab = "Ext. Index",
    ylim = c(0,1), ...)

Arguments

data	A numeric vector, which may contain missing values.
tlim	A numeric vector of length two, giving the limits for the (time invariant) thresholds at which the estimates are evaluated.
r, ulow, rlow	The estimation method. See exi.
add	Add to an existing plot?
nt	The number of thresholds at which the estimates are evaluated.
lty	Line type.
xlab, ylab	x and y axis labels.
ylim	y axis limits.
...	Other arguments passed to plot or lines.

Details

The estimates are calculated using the function exi.

Value

A list with components x and y is invisibly returned. The first component contains the thresholds, the second contains the estimates.

See Also

clusters, exi

Examples

sdat <- mar(100, psi = 0.5)
tlim <- quantile(sdat, probs = c(0.4,0.9))
exiplot(sdat, tlim)
exiplot(sdat, tlim, r = 4, add = TRUE, lty = 2)
exiplot(sdat, tlim, r = 0, add = TRUE, lty = 4)

evd documentation built on Sept. 21, 2024, 9:06 a.m.