ismev (version 1.3)

gpd.diag: Diagnostic Plots for GPD Models

Description

Produces diagnostic plots for GPD models using the output of the function gpd.fit.

Usage

gpd.diag(z)

Arguments

z

An object returned by gpd.fit.

Value

• For stationary models four plots are produced; a probability plot, a quantile plot, a return level plot and a histogram of data with fitted density.

  For non-stationary models two plots are produced; a residual probability plot and a residual quantile plot.

See Also

gpd.fit, gpd.prof, pp.fit

Examples

data(rain)
rnfit <- gpd.fit(rain, 10)
gpd.diag(rnfit)