Plot Fitted Bivariate GPD Model

Share:

Description

Provides a number of plots summarising a bivariate GPD model fitted using the bivariate POT method. See the examples below.

Usage

1
2
## S3 method for class 'gpdbiv'
plot(x, extend = 1.1, n.contours = 15, ...)

Arguments

x

a gpdbiv object

extend

optional argument expressing how far x-axis should extend as a multiple of the largest data value.

n.contours

number of contours in bivariate contour plots

...

other graphics parameters

Details

Option 1 plots the threshold exceedance data; option 2 plots contours of the fitted bivariate distribution function in the joint upper tail (above both thresholds); option 3 plots corresponding contours of the fitted joint survival function; plots 4 and 5 show the fitted tails of the marginal distributions.

See Also

gpd, gpdbiv, tailplot, interpret.gpdbiv, plot.gpd

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
data(bmw) ; data(siemens)
out <- gpdbiv(-bmw, -siemens, ne1 = 100, ne2 = 100) 
## Not run: plot(out)
 
## Not run: Make a plot selection (or 0 to exit): 
## Not run: 1: plot: Exceedance data
## Not run: 2: plot: Contours of Bivariate Distribution Function
## Not run: 3: plot: Contours of Bivariate Survival Function 
## Not run: 4: plot: Tail of Marginal 1 
## Not run: 5: plot: Tail of Marginal 2