qq.uvpot {POT} | R Documentation |
Quantile quantile plot for univariate POT models.
## S3 method for class 'uvpot': qq(fitted, main, xlab, ylab, ci = TRUE, ...)
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 ``QQ-plot''. |
xlab,ylab |
The labels for the x and y axis. If missing, they are set to ``Model'' and ``Empirical'' respectively. |
ci |
Logical. If TRUE (the default), 95% intervals are
plotted. |
... |
Other arguments to be passed to the plot
function. |
The quantile quantile plot consists of plotting the observed quantiles in function of the theoretical ones. The theoretical quantiles Q_{Theo, j} are computed from the fitted GPD, that is:
Q_{Theo, j} = F^{-1}(p_j)
where F^{-1} is the fitted quantile function and p_j are empirical probabilities defined by :
p_{j:n} = (j - 0.35) / n
where n is the total number of observations - see Hosking (1995).
If the theoretical model is correct, then points should be ``near'' the line y=x.
A graphical window.
Mathieu Ribatet
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.
x <- rgpd(75, 1, 2, 0.1) pwmu <- fitgpd(x, 1, "pwmu") qq(pwmu)