plot.eprof

The function plots the (modified) profile likelihood and the tangent exponential profile likelihood

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes (Dombry, Engelke and Oesting, 2016, <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Raphael Huser

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

plot.eprof function

<dl><dt>x</dt>
<dd>an object of class <code>eprof</code> returned by <code>gpd.pll</code> or <code>gev.pll</code>.</dd>
<dt>...</dt>
<dd>further arguments to <code>plot</code>.</dd></dl>

Arguments

Plot of (modified) profile likelihood — plot.eprof

<dl>

<dt>x</dt>
<dd>an object of class <code>eprof</code> returned by <code>gpd.pll</code> or <code>gev.pll</code>.</dd>


<dt>...</dt>
<dd>further arguments to <code>plot</code>.</dd>

</dl>

plot.eprof: Plot of (modified) profile likelihood

Description

Usage

Value

Arguments

References