Plot GPD fit {POT}R Documentation

Graphical Functions to compare the GP Fitted Model to Empirical One

Description

Produces QQ-plot, Probability Plot and a Denstiy Plot of the fitted model versus the empirical one. Another function computes the Return Level Plot of the fitted model.

Usage

plotgpd(fitted, npy, main, which = 1:4, ask = nb.fig < length(which) && 
                     dev.interactive(),ci = TRUE, ...)

Arguments

fitted A fitted object of class 'gpd'. Generally, an object return by fitgpd
npy The Mean number of events Per Year - or more generally a block.
main optional. A string vector corresponding to the title of each plot.
which a numeric vector which specifies which plot must be drawn : '1' for Probability Plot, '2' for QQ-Plot,'3' for Density Plot and '4' for a Return Level Plot.
ask Logical. If TRUE, user is asked before each plot.
ci Logical. If TRUE, the simulated 95% confidence interval is plotted.
... Other parameters to pass to the plot function.

Author(s)

Mathieu Ribatet

Examples

data(ardieres)
ardieres <- clust(ardieres, 4, 10 / 365, clust.max = TRUE)
fitted <- fitgpd(ardieres[, "obs"], 6, 'mle')
npy <- fitted$nhigh / 33.4 ##33.4 is total record length (in year)
plotgpd(fitted, npy = npy)

[Package POT version 0.0-7 Index]