evd: exiplot – R documentation

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evd

exiplot

Plot Estimates of the Extremal Index

Description

Plots estimates of the extremal index.

Usage

exiplot(data, tlim, r = 1, ulow = -Inf, rlow = 1, add = FALSE, 
    nt = 100, lty = 1, xlab = "Threshold", ylab = "Ext. Index",
    ylim = c(0,1), ...)

Arguments

`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, rlow`	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`.

Details

The estimates are calculated using the function exi.

Value

A list with components x and y is invisibly returned. The first component contains the thresholds, the second contains the estimates.

Examples

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)

evd

Functions for Extreme Value Distributions

v2.3-3

GPL-3

Authors

Alec Stephenson. Function fbvpot by Chris Ferro.

Initial release

2018-04-25