mrl.plot

An empirical mean residual life plot, including confidence
 intervals, is produced. The mean residual life plot aids
 the selection of a threshold for the GPD or point process
 models.

hplot

Functions to support the computations carried out in
`An Introduction to Statistical Modeling of Extreme Values' by
Stuart Coles. The functions may be divided into the following
groups; maxima/minima, order statistics, peaks over thresholds
and point processes.

Eric Gilleland

ismev

An Introduction to Statistical Modeling of Extreme Values

Janet E. Heffernan

Alec G. Stephenson

mrl.plot function

<dl> <dt>data</dt>
<dd>A numeric vector of data to be fitted.</dd> <dt>umin, umax</dt>
<dd>The minimum and maximum thresholds at which
 the mean residual life function is calculated.</dd> <dt>conf</dt>
<dd>The confidence coefficient for the confidence
 intervals depicted in the plot.</dd> <dt>nint</dt>
<dd>The number of points at which the mean residual
 life function is calculated.</dd></dl>

Arguments

Mean Residual Life Plot — mrl.plot

<dl>

 <dt>data</dt>
<dd>A numeric vector of data to be fitted.</dd>

 <dt>umin, umax</dt>
<dd>The minimum and maximum thresholds at which
 the mean residual life function is calculated.</dd>

 <dt>conf</dt>
<dd>The confidence coefficient for the confidence
 intervals depicted in the plot.</dd>

 <dt>nint</dt>
<dd>The number of points at which the mean residual
 life function is calculated.</dd>

</dl>

mrl.plot: Mean Residual Life Plot

Description

Usage

Arguments

See Also

Examples