PlotMrl: Diagnostic tools for peaks over threshold analysis

Description Usage Arguments Details See Also Examples

Description

Produce mean residual Life, quantite-quantile, probability-probability, histogram of the excesses, Stability plot for the parameter of the GPA.

Usage

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PlotMrl(form, x, u, declust = NULL, r = 1, rlow = 0.75,
  alpha = 0.05, ylab = "Mean Residual Life", xlab = "Threshold",
  col = "black", lty = 1, lwd = 1, col.ci = "black", lty.ci = 3,
  lwd.ci = 1, ylim = NULL, display = TRUE, ...)

Arguments

x, dt, form

Sample and time of observation. A formula can also be passed, in which case x is a data.frame.

u

Series of candidate thresholds.

alpha

Confidence interal with level 1-alpha/2.

...

Others arguments are passed to function plot and which.floodPeaks

method

Estimation method.

param

Choice of the parameter to display. Either 'alpha' or 'kappa'.

Details

The function PlotPotShape will loop across calls of function FitPot and will produce a graphics of the shape parameter in respect of the threshold u. See the respective functions for a description of the function parameters.

See Also

FitPot, which.floodPeaks.

Examples

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## Find list of candidate thresholds
lstu <- seq(500,2500, len = 50)

PlotMrl(flow~date,flowStJohn, u = lstu, declust = 'wrc', r = 14)

PlotPotShape(flow~date,flowStJohn, u = lstu, declust = 'wrc', r = 14)
PlotPotShape(flow~date,flowStJohn, u = lstu,
            declust = 'wrc', r = 14, param = 'alpha', method = 'mle2')


fit <- FitPot(flow~date,flowStJohn, u = 997, declust = 'wrc', r = 14)
ppplot(fit)
qqplot(fit, ci = TRUE)
hist(fit)

martindurocher/floodStat documentation built on May 31, 2019, 12:42 a.m.