Mean_Excess_Plot: Mean excess plot - GPD threshold selection

View source: R/Mean_Excess_Plot.R

Mean_Excess_PlotR Documentation

Mean excess plot - GPD threshold selection

Description

The empirical mean excess function is linear in the case of a GPD.

Usage

Mean_Excess_Plot(Data)

Arguments

data

A vector comprising a declustered and if necessary detrended time series to be modelled.

Value

Plot of the empirical mean excess function (black line), average of all observations exceeding a threshold decreased by the threshold, for thresholds spanning the range of the observations. Also provided are 95% confidence intervals (blue dotted lines) and the observations (black dots).

See Also

Decluster Detrend

Examples

Mean_Excess_Plot(Data=S20_Detrend_Declustered_df$Rainfall)

rjaneUCF/MultiHazard documentation built on March 29, 2025, 3:22 p.m.