ismev (version 1.3)

rlarg.diag: Diagnostic Plots for Order Statistics Models

Description

Produces diagnostic plots for order statistics models using the output of the function rlarg.fit.

Usage

rlarg.diag(z, n = z$r)

Arguments

z

An object returned by rlarg.fit.

n

Probability and quantile plots are produced for the largest n order statistics.

Value

• For stationary models four plots are initially produced; a probability plot, a quantile plot, a return level plot and a histogram of data with fitted density. Then probability and quantile plots are produced for the largest n order statistics.

  For non-stationary models residual probability plots and residual quantile plots are produced for the largest n order statistics.

See Also

rlarg.fit

Examples

data(venice)
venfit <- rlarg.fit(venice[,-1])
rlarg.diag(venfit)