GPD_Parameter_Stability_Plot: GPD parameter stability plots

Description Usage Arguments Value See Also Examples

View source: R/GPD_Parameter_Stability_Plot.R

Description

Plots showing the stability of the GPD scale and shape parameter estimates across a specified range of thresholds.

Usage

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GPD_Parameter_Stability_Plot(Data, Data_Full, u = 0.95, PLOT = FALSE,
  xlab_hist = "Data", y_lab = "Data")

Arguments

Data

Numeric vector containing the declusted data.

Data_Full

Numeric vector containing the non-declustered data.

u

Numeric vector of GPD thresholds; given as a quantiles [0,1] of Data vector. Default is 0.9 to 0.999 in intervals of 0.001.

Plot

Logical; indicating whether to plot diagnostics. Default is FALSE.

Value

Plot of the shape and modified scale parameter estimates along with their errors bars over the range of specified thresholds.

See Also

Decluster

Examples

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GPD_Parameter_Stability_Plot(Data = S20.Detrend.Declustered.df$Rainfall,
                             Data_Full= na.omit(S20.Detrend.df$Rainfall),
                             u=seq(0.9,0.999,0.001))

rjaneUCF/MultiHazard-R-Package documentation built on Jan. 28, 2021, 12:07 a.m.