View source: R/parameter_stability.R
plot.stability | R Documentation |
plot
method for objects of class "stability"
returned from
stability
## S3 method for class 'stability'
plot(
x,
y,
...,
prob = TRUE,
top_scale = c("none", "excesses", "opposite"),
vertical = TRUE
)
x |
an object of class |
y |
Not used. |
... |
Additional arguments passed on to
|
prob |
A logical scalar. If |
top_scale |
A character scalar.
If |
vertical |
A logical scalar. Should the confidence intervals be
depicted using a vertical line for each threshold ( |
Produces a simple threshold diagnostic plot based on the object
returned from stability
.
The MLEs of the GP shape parameter $\xi
$ and
approximate conf
% confidence intervals
for \xi
are plotted against the threshold used to fit the GP model.
This plot is used to choose a threshold above which the underlying GP
shape parameter may be approximately constant. See Chapter 4 of
Coles (2001). See also the vignette "Introducing threshr".
as described in .
See also the vignette "Introducing threshr".
In addition to producing the plot a list of the arguments used
by matplot
, axis
is
returned (invisibly).
stability
.
u_vec_gom <- quantile(gom, probs = seq(0, 0.9, by = 0.05))
gom_stab <- stability(data = gom, u_vec = u_vec_gom)
plot(gom_stab)
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