dens.uvpot {POT}R Documentation

Density Plot: Univariate Case

Description

Density plot for univariate POT models.

Usage

## S3 method for class 'uvpot':
dens(fitted, main, xlab, ylab, dens.adj = 1,
kern.lty = 2, rug = TRUE, plot.kernel = TRUE, plot.hist = TRUE,
hist.col = NULL, ...)

Arguments

fitted A object of class ``uvpot''. Most often, the return of the fitgpd function.
main The title of the graphic. If missing, the title is set to ``Density Plot''.
xlab,ylab The labels for the x and y axis. If missing, they are set to ``Quantile'' and ``Density'' respectively.
dens.adj Numeric. The adjustment for the kernel density estimation in the density function. The default is 1.
kern.lty The line type for the kernel density estimation. This corresponds to the ``lty'' option of the lines functions. The default is 2.
rug Logical. Should we call the rug function? Default is TRUE.
plot.kernel Logical. Should the kernel density estimate be plotted?
plot.hist Logical. Should the histogram be plotted?
hist.col The color to fill the histogram.
... Other arguments to be passed to the plot function.

Details

The density plot consists of plotting on the same windows the theoretical density and a kernel estimation one. If the theoretical model is correct, then the two densities should be ``similar''.

Value

A graphical window.

Author(s)

Mathieu Ribatet

See Also

dens, dens.uvpot

Examples

x <- rgpd(75, 1, 2, 0.1)
pwmu <- fitgpd(x, 1, "pwmu")
dens(pwmu)

[Package POT version 1.0-9 Index]