Diagnostic Plots for Order Statistics Models

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Description

Produces diagnostic plots for order statistics models using the output of the function rlarg.fit.

Usage

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rlarg.diag(z, n = z$r)

Arguments

z

An object returned by rlarg.fit.

n

Probability and quantile plots are produced for the largest n order statistics.

Value

For stationary models four plots are initially produced; a probability plot, a quantile plot, a return level plot and a histogram of data with fitted density. Then probability and quantile plots are produced for the largest n order statistics.

For non-stationary models residual probability plots and residual quantile plots are produced for the largest n order statistics.

See Also

rlarg.fit

Examples

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## Not run: data(venice)
## Not run: venfit <- rlarg.fit(venice[,-1])
## Not run: rlarg.diag(venfit)

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