plotTail {QRMlib}R Documentation

Tail Plot of GPD Model

Description

plots the tail estimate corresponding to a GPD model of excesses over a high threshold

Usage

plotTail(object, extend=2, fineness=1000, ...)

Arguments

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

Details

see pages 282-284 in QRM

Side Effects

a plot of the tail estimate is produced on a graphical device

See Also

fit.GPD, MEplot

Examples

data(danish);
mod <- fit.GPD(danish,threshold=10); 
mod$par.ests; 
plotTail(mod); 

[Package QRMlib version 1.4.4 Index]