extRemes (version 1.50)

rlplot: Create a return level plot for a fitted object of an extreme-value distribution.

Description

Plots several return levels against the return period for a fitted object from one of the ismev functions: gev.fit and gpd.fit.

Usage

rlplot(z, ci = 0.05, add.ci = FALSE)

Arguments

z

A list object as returned by one of gev.fit or gpd.fit (with appropriate class attribute added).

ci

The (1-ci)*100 confidence value.

add.ci

logical if true will add confidence bounds to plot.

Value

• No value returned. A plot is created.

Details

Given a fitted list object from gev.fit or gpd.fit--attributed with the class "gev.fit" or "gpd.fit", respectively--the return level plot is generated. Confidence bounds, if included, are found by the delta method, which may be wildly inappropriate because the return level distribution is generally skewed. Therefore, if a plot with better estimates of the confidence bounds are desired, use add.ci=FALSE, and use the R function lines to add different bounds (e.g., using values obtained from the gev.parameterCI or gpd.parameterCI functions).

This function is simply a modification of Stuart Coles' functions gpd.rl and gev.rl (Coles, 2001).

References

Coles, Stuart. "An introduction to statistical modeling of extreme values", Springer-Verlag (London), 2001.

Gilleland, Eric, Katz, Richard W. and Young, Greg. Tutorial for the 'Extremes Toolkit: Weather and Climate Applications of Extreme Value Statistics.' http://www.assessment.ucar.edu/toolkit, 2005.

See Also

gev.parameterCI, gpd.parameterCI, gev.diag, gpd.diag

Examples

data(ftcanmax)
fit <- gev.fit( ftcanmax[,"Prec"])
class( fit) <- "gev.fit"
rlplot( fit)