GENERALIZED EXTREME VALUE DISTRIBUTION

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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

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        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, rcarmona@princeton.edu

Examples

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