GPD_Parameter_Stability_Plot: GPD parameter stability plots

In rjaneUCF/MultiHazard: Tools for modeling compound events

GPD parameter stability plots

Description

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

Usage

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

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 documentation built on April 20, 2024, 12:48 a.m.