gpd.plot: GPD Accessory Plots

In K-Molloy/tevt: Threshold Methods for Extreme Value Theory

Description

The plot method plot.gpd provides four different plots for assessing fitted GPD model.

Usage

gpd.plot(x, pick = 1, optlog = NA, extend = 1.5, labels = TRUE, ...)

Arguments

x	GPD Object
pick	Plot selection type
optlog	optional argument for plots 1 and 2 giving a particular choice of logarithmic axes: "x" x-axis only; "y" y-axis only; "xy" both axes; "" neither axis.
extend	optional argument for plots 1 and 2 expressing how far x-axis should extend as a multiple of the largest data value. This argument must take values greater than 1 and is useful for showing estimated quantiles beyond data.
labels	optional argument for plots 1 and 2 specifying whether or not axes should be labelled
...	other graphics parameters

Details

1 ~ Excess Distribution 2 ~ Tail of Underlying Distribution 3 ~ Scatterplot of Residuals 4 ~ QQplot of Residuals

Value

The sum of x and y.

Examples

data(danish)
out = gpd.fit(danish, 10)
gpd.plot(out, pick=1)

K-Molloy/tevt documentation built on Dec. 18, 2021, 2:34 a.m.