plotEC: Plots Extremal coefficients

In gremes: Estimation of Tail Dependence in Graphical Models

Plots Extremal coefficients

Description

It generates a scatterplot of pairwise parametric versus non-parametric extremal coefficients. It marks which ones extremal coefficients are between flow connected nodes. Used for application on rivers.

Usage

plotEC(matT, matE, flowConnect, ...)

Arguments

matT	Matrix of parametric estimates of pairwise extremal coefficients
matE	Matrix of non-parametric estimates of pairwise extremal coefficients
flowConnect	Matrix of ones and zeros: 1 at row i and column j means that node i and node j are flow connected
...	additional arguments

Value

No return value

Note

See www.gremes.info "Application Danube" and "Application Seine" for post-estimation analysis.

gremes documentation built on Feb. 16, 2023, 8:06 p.m.