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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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