tests/tinytest/test-plot.evmOpt.R

In texmex: Statistical Modelling of Extreme Values

par(mfrow=c(2,2))
mod <- evm(rain, th=30, penalty="none")
res <- plot(mod,main=paste(rep("Figure 4.5 of Coles (2001)",4),
                           c("\nProbability plot","\nQuantile Plot","\nReturn Level Plot\n(SCALE IS DAYS NOT YEARS)","\nDensity Plot")),
            RetPeriodRange=c(3.65,365*10000))
expect_equal(res, NULL, info="plot.evmOpt:GPDsuccessfulexecution")

# check for very short tailed data
set.seed(6)
temp <- rgpd(1000,sigma=1,xi=-0.45)
fit <- evm(temp,th=0)
res <- plot(fit,main=c("GPD: PP","GPD: QQ","GPD: RL","GPD: Hist, Short tailed data"))
expect_equal(res, NULL, info="plot.evmOpt:GPDsuccessfulexecution,shorttaileddata")

# check for covariates in the model
# GPD
n <- 1000
sig <- 2
X <- data.frame(a = rnorm(n),b = runif(n,-0.3,0.3))
Y <- rgpd(n,sig,X[,2])
X$Y <- Y
fit <- evm(Y,data=X,xi=~b,th=0)
res <- plot(fit)
expect_equal(res, NULL, info="plot.evmOpt:GPDwithcovariatessuccessfulexecution")

#GEV
# no covariates
n <- 1000
Y <- rgev(n,1,1,-.1)
fit <- evm(Y,family=gev)
par(mfrow=c(2,2))
res <- plot(fit,main="GEV no covariates, neg xi")
expect_equal(res, NULL, info="plot.evmOpt:GEVnocovariates,negxisuccessfulexecution")

Y <- rgev(n,1,1,.2)
fit <- evm(Y,family=gev)
res <- plot(fit,main="GEV no covariates, pos xi")
expect_equal(res, NULL, info="plot.evmOpt:GEVnocovariates,posxisuccessfulexecution")

#GEV with covariates
X <- data.frame(a = rnorm(n),b = runif(n,-0.3,0.3),C= runif(n))
Y <- rgev(n,X[,3],sig,X[,2])
X$Y <- Y
fit <- evm(Y,data=X,xi=~b,mu=~C,family=gev)
par(mfrow=c(2,2))
res <- plot(fit,main=rep("GEV with covariates",4))
expect_equal(res, NULL, info="plot.evmOpt:GEVwithcovariatessuccessfulexecution")

fit <- evm(Y,data=X,xi=~b,family=gev)
par(mfrow=c(2,2))
res <- plot(fit,main=rep("GEV with one covariate",4))
expect_equal(res, NULL, info="plot.evmOpt:GEVwithonecovariatesuccessfulexecution")