exiplot {evd} | R Documentation |
Plots estimates of the extremal index.
exiplot(data, tlim, r = 1, ulow = -Inf, add = FALSE, nt = max(100, length(data)), lty = 1, xlab = "Threshold", ylab = "Ext. Index", ylim = c(0,1), ...)
data |
A numeric vector, which may contain missing values. |
tlim |
A numeric vector of length two, giving the limits for the (time invariant) thresholds at which the estimates are evaluated. |
r, ulow |
The estimation method. See exi . |
add |
Add to an existing plot? |
nt |
The number of thresholds at which the estimates are evaluated. |
lty |
Line type. |
xlab, ylab |
x and y axis labels. |
ylim |
y axis limits. |
... |
Other arguments passed to plot or
lines . |
The estimates are calculated using the function exi
.
A list with components x
and y
is invisibly returned.
The first component contains the thresholds, the second contains the
estimates.
sdat <- mar(100, psi = 0.5) tlim <- quantile(sdat, probs = c(0.4,0.9)) exiplot(sdat, tlim) exiplot(sdat, tlim, r = 4, add = TRUE, lty = 2) exiplot(sdat, tlim, r = 0, add = TRUE, lty = 4)