tailplot: GENERALIZED EXTREME VALUE DISTRIBUTION

In Rsafd: Statistical Analysis of Financial Data in R

Description

Cumulative distribution function and quantiles for the distribution of a GPD object (as produced for example by the semi-parametric estimation procedure gpd.tail).

Usage

        tailplot(gpd.obj, tail="upper", optlog = NA, extend = 1.5, labels = T, ...)

Arguments

gpd.obj	An object of class gpd as created by gpd.tail.
Optional Arguments
tail	Character string which can be either "upper" or "lower" depending upon the choice of the upper or lower part of the data
optlog	Character string which can be "x", "y", "xy", "yx", "" or "NA" indicating which axis if any, should be labelled an a logarithmic scale.
extend	Factor by which the x-axis should extend beyond the data

Author(s)

Rene Carmona, [e-mail]

Examples

# One tail
X <- rgpd(1024)
x.est <- gpd.tail(X)
tailplot(x.est)

Rsafd documentation built on May 2, 2019, 5:20 p.m.