ExtremalDep (version 0.0.4-5)

pickands.plot: Plot for the Pickands dependence function.

Description

This function displays the Pickands dependence function for bivariate and trivariate extreme values models.

Usage

pickands.plot(model, par, labels, cex.lab, contour, cex.cont)

Arguments

model

A string with the name of the model considered. Takes value "HR", "ET" or "EST".

par

A vector representing the parameters of the model.

labels

A vector of character strings indicating the labels. Must be of length \(1\) for bivariate models and \(3\) for trivariate models.

cex.lab

A positive real indicating the size of the labels.

contour

A logical value; if TRUE the contour levels are displayed. Required for trivariate models only.

cex.cont

A positive real indicating the size of the contour labels.

Author

Simone Padoan, , https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, https://www.borisberanger.com;

Details

The Pickands dependence function is computed using the function index.ExtDep with argument object="pickands". When contours are displayed, levels are chosen to be the deciles.

See Also

dExtDep

Examples

pickands.plot(model="HR", par=0.6)
if (FALSE) {
pickands.plot(model="ET", par=c(0.6, 0.2, 0.5, 2))

}