convassess {POT} | R Documentation |
This function uses several starting values to assess if the fitted object is sensitive to the starting values choice.
## S3 method for class 'uvpot': convassess(fitted, n = 50) ## S3 method for class 'mcpot': convassess(fitted, n = 50) ## S3 method for class 'bvpot': convassess(fitted, n = 50)
fitted |
A fitted object of class 'uvpot' , 'mcpot'
or 'bvpot' . Generally, an object return by fitgpd ,
fitmcgpd or fitbvgpd . |
n |
The number of starting values to be tested. |
The starting values are defined using the unbiased probability
weighted moments fitted on n
bootstrap samples.
Graphics: the considered starting values, the objective values derived from numerical optimizations and traceplots for all estimated parameters. In addition, it returns invisibly all these informations.
Mathieu Ribatet
##Univariate Case x <- rgpd(30, 0, 1, 0.2) med <- fitgpd(x, 0, "med") convassess(med) ##Bivariate Case x <- rbvgpd(50, model = "log", alpha = 0.5, mar1 = c(0, 1, 0.2)) log <- fitbvgpd(x, c(0,0)) convassess(log)