evplot: Extreme-value plot

View source: R/lmom.r

evplotR Documentation

Extreme-value plot

Description

evplot draws an “extreme-value plot”, i.e. a quantile-quantile plot in which the horizontal axis is the quantile of an extreme-value type I (Gumbel) distribution.

evdistp adds the cumulative distribution function of a distribution to an extreme-value plot.

evdistq adds the quantile function of a distribution to an extreme-value plot.

evpoints adds a set of data points to an extreme-value plot.

Usage

evplot(y, ...)

## Default S3 method:
evplot(y, qfunc, para, npoints = 101, plim, xlim = c(-2, 5),
       ylim, type,
       xlab = expression("Reduced variate,  " * -log(-log(italic(F)))),
       ylab = "Quantile", rp.axis = TRUE, ...)

evdistp(pfunc, para, npoints = 101, ...)
evdistq(qfunc, para, npoints = 101, ...)

evpoints(y, ...)

Arguments

y

Numeric vector. The data values in the vector are plotted on the extreme-value plot.

qfunc

A quantile function. The function is drawn as a curve on the extreme-value plot.

pfunc

A cumulative distribution function. The function is drawn as a curve on the extreme-value plot.

para

Distribution parameters for the quantile function qfunc or cumulative distribution function pfunc.

If pfunc or qfunc is the standard R form of quantile function, para should be a list.

If pfunc or qfunc is the qua... form of quantile function used throughout the lmom package, para should be a numeric vector.

In evplot, para is not used if qfunc is omitted.

npoints

Number of points to use in drawing the quantile function. The points are equally spaced along the x axis. Not used if qfunc is omitted.

plim

X axis limits, specified as probabilities.

xlim

X axis limits, specified as values of the Gumbel reduced variate -\log(-\log F), where F is the nonexceedance probability. Not used if plim is specified.

ylim

Y axis limits.

type

Plot type. Determines how the data values in y are plotted. Interpreted in the same way as argument type of function plot, i.e. "p" for points, "b" for points connected by lines, etc.

xlab

X axis label.

ylab

Y axis label.

rp.axis

Logical. Whether to draw the “Return period” axis, a secondary horizontal axis.

...

Additional arguments are passed to the plotting routine.

Arguments of cumulative distribution functions and quantile functions

pfunc and qfunc can be either the standard R form of cumulative distribution function or quantile function (i.e. for a distribution with r parameters, the first argument is the variate x or the probability p and the next r arguments are the parameters of the distribution) or the cdf... or qua... forms used throughout the lmom package (i.e. the first argument is the variate x or probability p and the second argument is a vector containing the parameter values).

Note

Data points are plotted at the Gringorten plotting position, i.e. the ith smallest of n data points is plotted at the horizontal position corresponding to nonexceedance probability (i-0.44)/(n+0.12).

Author(s)

J. R. M. Hosking jrmhosking@gmail.com

Examples

# Extreme-value plot of Ozone from the airquality data
data(airquality)
evplot(airquality$Ozone)

# Fit a GEV distribution and add it to the plot
evdistq(quagev, pelgev(samlmu(airquality$Ozone)))

# Not too good -- try a kappa distribution instead
evdistq(quakap, pelkap(samlmu(airquality$Ozone)), col="red")

lmom documentation built on Oct. 1, 2024, 1:08 a.m.