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gpd.diag

Diagnostic Plots for GPD Models

Produces diagnostic plots for GPD models using the output of the function gpd.fit.

gpd.diag(z)

`z`	An object returned by `gpd.fit`.

For stationary models four plots are produced; a probability plot, a quantile plot, a return level plot and a histogram of data with fitted density.

For non-stationary models two plots are produced; a residual probability plot and a residual quantile plot.

data(rain)
rnfit <- gpd.fit(rain, 10)
gpd.diag(rnfit)

An Introduction to Statistical Modeling of Extreme Values

v1.42

GPL (>= 2)

Authors

Original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.

Initial release

2018-05-08