Diagnostic Plots for GPD Models

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Description

Produces diagnostic plots for GPD models using the output of the function gpd.fit.

Usage

1

Arguments

z

An object returned by gpd.fit.

Value

For stationary models four plots are produced; a probability plot, a quantile plot, a return level plot and a histogram of data with fitted density.

For non-stationary models two plots are produced; a residual probability plot and a residual quantile plot.

See Also

gpd.fit, gpd.prof, pp.fit

Examples

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data(rain)
rnfit <- gpd.fit(rain, 10)
gpd.diag(rnfit)

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