rl.pst: Return Level Plots Depicting Distributions of GEV Quantiles
In evdbayes: Bayesian Analysis in Extreme Value Theory

rl.pst

R Documentation

Return Level Plots Depicting Distributions of GEV Quantiles

Produce return level plots depicting prior and posterior distributions of gev quantiles.

rl.pst(post, npy, lh = c("gev", "gpd"), ci = 0.9, lty = c(2,1), col = c(2,1),
xlab = "return period", ylab = "return level",  ...)

`post`	A Markov chain generated using `posterior`, containing samples from the corresponding prior/posterior distribution.
`npy`	The Number of observation Per Year (in average). If “gev” likelihood, “npy” is supposed to be equal to 1 i.e. annual maxima.
`lh`	The likelihood.
`ci`	The confidence coefficient for the plotted prior/posterior probability interval.
`lty`	Passed to `matplot`. The first and second values specify the line type of the probability interval and the median line respectively.
`col`	Passed to `matplot`. The first and second values specify the colour of the probability interval and the median line respectively.
`xlab, ylab`	Labels for the x and y axes.
`...`	Other arguments passed to `matplot`.

See the user's guide.

The first two arguments to matplot are returned invisibly as a list.

If a linear trend on the location has been implemented, the plot corresponds to the distribution obtained when the trend parameter is zero.