tstab.hill

Threshold stability plot for Hill estimator

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

tstab.hill function

<dl><dt>xdat</dt>
<dd>[vector] sample exceedances</dd>
<dt>kmax</dt>
<dd>[int] maximum number of order statistics</dd>
<dt>method</dt>
<dd>[string] name of estimator for shape parameter. Default to <code>hill</code>.</dd>
<dt>...</dt>
<dd>additional arguments passed to <code>fit.shape</code> for certain methods.</dd>
<dt>log</dt>
<dd>[logical] should the x-axis for the number of order statistics used for estimation be displayed on the log scale? Default to <code>TRUE</code></dd></dl>

Arguments

Threshold stability plot for Hill estimator — tstab.hill

<dl>

<dt>xdat</dt>
<dd>[vector] sample exceedances</dd>


<dt>kmax</dt>
<dd>[int] maximum number of order statistics</dd>


<dt>method</dt>
<dd>[string] name of estimator for shape parameter. Default to <code>hill</code>.</dd>


<dt>...</dt>
<dd>additional arguments passed to <code>fit.shape</code> for certain methods.</dd>


<dt>log</dt>
<dd>[logical] should the x-axis for the number of order statistics used for estimation be displayed on the log scale? Default to <code>TRUE</code></dd>

</dl>

tstab.hill: Threshold stability plot for Hill estimator

Description

Usage

Value

Arguments

Examples