rlplot {extRemes} | R Documentation |
Plots several return levels against the return period for a fitted object from one of
the ismev functions: gev.fit
and gpd.fit
.
rlplot(z, ci = 0.05, add.ci = FALSE)
z |
A list object as returned by one of gev.fit or gpd.fit (with appropriate class attribute added). |
ci |
The (1-ci)*100 confidence value. |
add.ci |
logical if true will add confidence bounds to plot. |
Given a fitted list object from gev.fit
or gpd.fit
–attributed with the class
"gev.fit" or "gpd.fit", respectively–the return level plot is generated. Confidence bounds,
if included, are found by the delta method, which may be wildly inappropriate because the
return level distribution is generally skewed. Therefore, if a plot with better estimates of
the confidence bounds are desired, use add.ci=FALSE
, and use the R function lines
to add different bounds (e.g., using values obtained from the gev.parameterCI
or
gpd.parameterCI
functions).
This function is simply a modification of Stuart Coles' functions gpd.rl
and gev.rl
(Coles, 2001).
No value returned. A plot is created.
Eric Gilleland
Coles, Stuart. "An introduction to statistical modeling of extreme values", Springer-Verlag (London), 2001.
Gilleland, Eric and Katz, Richard W. Tutorial for the 'Extremes Toolkit: Weather and Climate Applications of Extreme Value Statistics.' http://www.assessment.ucar.edu/toolkit, 2005.
gev.parameterCI
, gpd.parameterCI
, gev.diag
, gpd.diag
data(ftcanmax) fit <- gev.fit( ftcanmax[,"Prec"]) class( fit) <- "gev.fit" rlplot( fit)