Plot of complementary empirical distribution function of a sample and the complementary distribution function from peaks-over-threshold model.
ccdfplot(data, pars=NA, log="y", from=NA, main="Complementary cdf", ...)
a numeric vector.
a numeric vector with the set of parameters of peaks-over-threshold model.
a character string which contains x
if the x axis is
to be logarithmic, y
if the y axis is to be logarithmic and xy
or yx
if both axes are to be logarithmic.
the origen of x-axis in the plot
an overall title for the plot.
usual graphic parameters.
Plot of complementary empirical distribution function and the complementary distribution function.
del Castillo, J. and Padilla, M. (2016). Modeling extreme values by the residual coefficient of variation. SORT Statist. Oper. Res. Trans. 40(2), 303-320.
del Castillo, J. and Serra, I. (2015). Likelihood inference for Generalized Pareto Distribution. Computational Statistics and Data Analysis, 83, 116-128.
del Castillo, J., Daoudi, J. and Lockhart, R. (2014). Methods to Distinguish Between Polynomial and Exponential Tails. Scandinavian Journal of Statistics, 41, 382-393.
ercv-package
, cievi
,
cvevi
, cvplot
, evicv
, fitpot
,
ppot
, qpot
, tdata
, thrselect
,
Tm
# NOT RUN {
data(d1)
ccdfplot(d1)
# }
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