Nothing
#' Pickand Estimator - Tail Sample Size Plot
#'
#' Displays a plot of the Pickands Estimator against Tail Sample Size.
#'
#' @param Ra The data set
#' @param maximum.tail.size maximum tail size and should be greater than a
#' quarter of the sample size.
#'
#' @references Dowd, K. Measuring Market Risk, Wiley, 2007.
#'
#'
#' @author Dinesh Acharya
#' @examples
#'
#' # Pickand - Sample Tail Size Plot for random standard normal data
#' Ra <- rnorm(1000)
#' PickandsPlot(Ra, 40)
#'
#'
#' @export
PickandsPlot <- function(Ra, maximum.tail.size){
data <- as.vector(Ra)
x <- sort(data)
n <- length(x)
# Derivation of Pickands estimators and tail size series
pe <- double(maximum.tail.size)
for(k in 2:maximum.tail.size){
pe[k] <- PickandsEstimator(x, k)
}
# Plot of Pickands Estimator against tail size
k <- 1:maximum.tail.size
plot(k, pe, type="l", main = "Pickands Estimator against Tail Size",
xlab = "Number of observations in tail (k)",
ylab = "Pickands Estimator")
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.