likelihood.plot: Plots the GEV likelihood

In philmu/climex: Estimating Extreme Events in Climatic Time Series (using Data of the DWD)

Plots the GEV likelihood

Description

Generates three 2D slices of the likelihood of a provided time series.

Usage

likelihood.plot(time.series, location.lim = NULL, scale.lim = NULL,
  shape.lim = NULL, center = NULL, initial = NULL, main = NULL,
  true.minima = NULL)

Arguments

time.series	Data, for which the likelihood function is going to be calculated.
location.lim	Boundaries of the plotted likelihood region. Default = +/- 2.5 times the minimum value.
scale.lim	Boundaries of the plotted likelihood region. Default = +/- 2.5 times the minimum value.
shape.lim	Boundaries of the plotted likelihood region. Default = +/- 2.5 times the minimum value.
center	It set this point (3D) will be the new center of the likelihood plot. Default = NULL
initial	Initial parameters which can be provided for the fit of the time series.
main	Title for the multiplot. Default = NULL.
true.minima	Provide the true minima of the neg log-likelihood function if fit.gev does not provide it in the first run. Default = NULL.

Details

The likelihood will be plotted around its optimal value. To determine it the time series will be fitted via fit.gev. Its also possible to provide another point the likelihood will be centered around using center.

The likelihood will be calculated using the C++-based function likelihood_GEV.

Value

returns a multiplot of planes through the negative log-likelihood of the GEV function calculated using the input time series.

Author(s)

Philipp Mueller

philmu/climex documentation built on July 11, 2022, 3:23 p.m.