plot.mev_shape_rbm

The function returns plot of the shape estimator along with the value (and 95% Wald-based confidence interval) at the selected threshold, or a plot of the empirical Bayes risk.

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.mev_shape_rbm function

<dl><dt>x</dt>
<dd>object of class <code>mev_shape_rbm</code> returned by <code>shape.rbm</code></dd>
<dt>type</dt>
<dd>[string] type of plot, either <code>"shape"</code> for the tail index or <code>"risk"</code> for the empirical Bayes risk</dd>
<dt>log</dt>
<dd>[logical] if <code>TRUE</code> (default), the x-axis for the number of exceedances is displayed on the log scale.</dd>
<dt>...</dt>
<dd>additional arguments, currently ignored</dd></dl>

Arguments

Plots for random block maximum estimator — plot.mev_shape_rbm

<dl>

<dt>x</dt>
<dd>object of class <code>mev_shape_rbm</code> returned by <code>shape.rbm</code></dd>


<dt>type</dt>
<dd>[string] type of plot, either <code>"shape"</code> for the tail index or <code>"risk"</code> for the empirical Bayes risk</dd>


<dt>log</dt>
<dd>[logical] if <code>TRUE</code> (default), the x-axis for the number of exceedances is displayed on the log scale.</dd>


<dt>...</dt>
<dd>additional arguments, currently ignored</dd>

</dl>

plot.mev_shape_rbm: Plots for random block maximum estimator

Description

Usage

Value

Arguments