gum.diag: Diagnostic Plots for Gumbel Models

In ismev: An Introduction to Statistical Modeling of Extreme Values

Description

Produces diagnostic plots for Gumbel models using the output of the function gum.fit.

Usage

gum.diag(z)

Arguments

z	An object returned by gum.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

gev.fit, gum.fit

Examples

data(portpirie)
ppfit <- gum.fit(portpirie[,2])
gum.diag(ppfit)

Example output

Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-25. For overview type 'help("mgcv-package")'.
$conv
[1] 0

$nllh
[1] -4.217682

$mle
[1] 3.8694426 0.1948867

$se
[1] 0.02549356 0.01885190

ismev documentation built on May 1, 2019, 9:10 p.m.