plot.choose_b | R Documentation |
plot
method for objects inheriting from class "choose_b"
,
returned from choose_b
## S3 method for class 'choose_b'
plot(
x,
y,
...,
estimator = c("N2015", "BB2018"),
maxima = c("sliding", "disjoint")
)
x |
an object of class |
y |
Not used. |
... |
Additional arguments passed on to
|
estimator |
Choice of estimator: |
maxima |
Should the estimator be based on sliding or disjoint maxima? |
Produces a simple diagnostic plot to aid the choice of block
length b
based on the object returned from choose_b
.
Estimates of b
and approximate conf
% confidence intervals
are plotted against the value of b
used to produce each estimate.
The type of confidence interval is determined by the arguments
interval_type
, conf_scale
and type
provided in the
call to choose_b
.
Nothing is returned.
See the examples in choose_b
.
Northrop, P. J. (2015) An efficient semiparametric maxima estimator of the extremal index. Extremes 18(4), 585-603. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10687-015-0221-5")}
Berghaus, B., Bucher, A. (2018) Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Ann. Statist. 46(5), 2307-2335. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/17-AOS1621")}
choose_b
.
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