Produces diagnostic plots for GPD models using the output of the function gpd.fit.
gpd.fit
gpd.diag(z)
An object returned by gpd.fit.
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.
gpd.fit, gpd.prof, pp.fit
gpd.prof
pp.fit
# NOT RUN { data(rain) rnfit <- gpd.fit(rain, 10) gpd.diag(rnfit) # }
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