plotTail {QRMlib} | R Documentation |
plots the tail estimate corresponding to a GPD model of excesses over a high threshold
plotTail(object, extend=2, fineness=1000, ...)
object |
return value from fitting GPD to excesses over a high threshold via fit.GPD |
extend |
how far plot should extend expressed as multiple of largest data value |
fineness |
number of points at which to evaluate the tail estimate |
... |
additional arguments for plot function |
see pages 282-284 in QRM
a plot of the tail estimate is produced on a graphical device
data(danish); mod <- fit.GPD(danish,threshold=10); mod$par.ests; plotTail(mod);