inst/unitTests/runit.GevRisk.R

In fExtremes: Rmetrics - Modelling Extreme Events in Finance

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# Copyrights (C)
# for this R-port: 
#   1999 - 2007, Diethelm Wuertz, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
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#   www.rmetrics.org
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################################################################################
# FUNCTION:             ADDITIONAL FUNCTIONS:
#  gevrlevelPlot         Calculates Return Levels Based on GEV Fit
#  .gevrlevelLLH         Computes log-likelihood function for gevrlevelPlot
################################################################################


test.returnLevel = 
function()
{
    # gevrlevelPlot(object, kBlocks = 20,  ci = c(0.90, 0.95, 0.99), 
    #   plottype = c("plot", "add"), labels = TRUE,...)
    
    # Artificial Data Set:
    model = list(xi = -0.25, mu = 0, beta = 1)
    x = gevSim(model = model, n = 1000, seed = 4711) 
    class(x)
    
    # Empirical distribution plot:
    fit = gevFit(x)
    gevrlevelPlot(fit)
    
    # Return Value:
    return()    
}


################################################################################