convassess {POT}R Documentation

Convergence Assessment for Fitted Objects

Description

This function uses several starting values to assess if the fitted object is sensitive to the starting values choice.

Usage

## 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)

Arguments

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.

Details

The starting values are defined using the unbiased probability weighted moments fitted on n bootstrap samples.

Value

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.

Author(s)

Mathieu Ribatet

See Also

fitgpd, fitmcgpd, fitbvgpd

Examples

##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)

[Package POT version 1.0-9 Index]