retlev.uvpot {POT}R Documentation

Return Level Plot: Univariate Case

Description

Return level plot for univariate POT models.

Usage

## S3 method for class 'uvpot':
retlev(fitted, npy, main, xlab, ylab, xlimsup,
ci = TRUE, points = TRUE, ...)

Arguments

fitted A object of class ``uvpot''. Most often, the return of the fitgpd function.
npy The mean Number of events Per Year (or more generally per block).if missing, setting it to 1.
main The title of the graphic. If missing, the title is set to ``Return Level Plot''.
xlab,ylab The labels for the x and y axis. If missing, they are set to ``Return Period (Years)'' and ``Return Level'' respectively.
xlimsup Numeric. The right limit for the x-axis. If missing, a suited value is computed.
ci Logical. Should the 95% pointwise confidence interval be plotted?
points Logical. Should observations be plotted?
... Other arguments to be passed to the plot function.

Details

The return level plot consists of plotting the theoretical quantiles in function of the return period (with a logarithmic scale for the x-axis). For the definition of the return period see the prob2rp function. Thus, the return level plot consists of plotting the points defined by:

(T(p), F^{-1}(p))

where T(p) is the return period related to the non exceedance probability p, F^{-1} is the fitted quantile function.

If points = TRUE, the probabilities p_j related to each observation are computed using the following plotting position estimator proposed by Hosking (1995):

p_j = (j - 0.35) / n

where n is the total number of observations.

If the theoretical model is correct, the points should be ``close'' to the ``return level'' curve.

Value

A graphical window. In addition, it returns invisibly the return level function.

Author(s)

Mathieu Ribatet

References

Hosking, J. R. M. and Wallis, J. R. (1995). A comparison of unbiased and plotting-position estimators of L moments. Water Resources Research. 31(8): 2019–2025.

See Also

retlev, retlev.uvpot

Examples

x <- rgpd(75, 1, 2, 0.1)
pwmu <- fitgpd(x, 1, "pwmu")
rl.fun <- retlev(pwmu)
rl.fun(100)

[Package POT version 1.0-9 Index]