exiplot: Plot Estimates of the Extremal Index

Description Usage Arguments Details Value See Also Examples

Description

Plots estimates of the extremal index.

Usage

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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

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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)

Example output



evd documentation built on May 1, 2019, 10:11 p.m.