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plot.hill.adapt

Hill.adapt plot


Description

Graphical representation of the hill.adapt function last iteration

Usage

## S3 method for class 'hill.adapt'
plot(x, ...)

Arguments

x

output object of the function hill.adapt.

...

further arguments passed to or from other methods.

Details

The weighted hill estimator, the test statistic, the penalized likelihood graphs of the last iteration and the survival function are given. The blue line corresponds to the threshold (indice or value). The magenta lines correspond to the window (r1, r2) where the estimation is computed. The red lines corresponds to the initial proportion (initprop) and the last non rejected point of the statistic test (madapt).

See Also

Examples

x <- abs(rcauchy(100))
HH <- hill.adapt(x, weights=rep(1, length(x)), initprop = 0.1,
               gridlen = 50 , r1 = 0.25, r2 = 0.05, CritVal=10)
plot(HH)

extremefit

Estimation of Extreme Conditional Quantiles and Probabilities

v1.0.2
GPL-2
Authors
Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Initial release
2019-05-03

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