hist.gpd: Histogram with fit of GPD density function

In minh2182000/gpd:

Description

creates a plot of the data set's histogram and the fitted GPD density function

Usage

## S3 method for class 'gpd'
hist(time, censor = rep(1, times = length(time)),
  k.hat = NULL, a.hat = NULL, show.all = FALSE, ...)

Arguments

time	Time to failure or termination
censor	Observation/censor indicator (1=observed, 0=right-censored), default to be all observations
k.hat	optional, estimate of k, estimated by mle.gpd if either k.hat or a.hat is not given
a.hat	optional, estimate of alpha, estimated by mle.gpd if either k.hat or a.hat is not given
show.all	(default to False) whether to draw a historam with all data points or only observations. Default to show only observed points.
...	further arguments passed to hist()

Examples

data(melanoma, package = "boot")
status = ifelse(melanoma$status == 1, 1, 0)
hist.gpd(melanoma$time, status)

minh2182000/gpd documentation built on May 29, 2019, 5:44 a.m.