mrl.plot {ismev} | R Documentation |
Mean Residual Life Plot
Description
An empirical mean residual life plot, including confidence
intervals, is produced. The mean residual life plot aids
the selection of a threshold for the GPD or point process
models.
Usage
mrl.plot(data, umin = min(data), umax = max(data) - 0.1,
conf = 0.95, nint = 100)
Arguments
data |
A numeric vector of data to be fitted. |
umin, umax |
The minimum and maximum thresholds at which
the mean residual life function is calculated. |
conf |
The confidence coefficient for the confidence
intervals depicted in the plot. |
nint |
The number of points at which the mean residual
life function is calculated. |
See Also
gpd.fit
, gpd.fitrange
,
pp.fit
Examples
data(rain)
mrl.plot(rain)
[Package
ismev version 1.32
Index]