Extreme-value plot
evplot
draws an “extreme-value plot”, i.e. a quantile-quantile plot
in which the horizontal axis is the quantile of an
extreme-value type I (Gumbel) distribution.
evdistp
adds the cumulative distribution function of a distribution
to an extreme-value plot.
evdistq
adds the quantile function of a distribution
to an extreme-value plot.
evpoints
adds a set of data points to an extreme-value plot.
evplot(y, ...) ## Default S3 method: evplot(y, qfunc, para, npoints = 101, plim, xlim = c(-2, 5), ylim, type, xlab = expression("Reduced variate, " * -log(-log(italic(F)))), ylab = "Quantile", rp.axis = TRUE, ...) evdistp(pfunc, para, npoints = 101, ...) evdistq(qfunc, para, npoints = 101, ...) evpoints(y, ...)
y |
Numeric vector. The data values in the vector are plotted on the extreme-value plot. |
qfunc |
A quantile function. The function is drawn as a curve on the extreme-value plot. |
pfunc |
A cumulative distribution function. The function is drawn as a curve on the extreme-value plot. |
para |
Distribution parameters for the quantile function If If In |
npoints |
Number of points to use in drawing the quantile function.
The points are equally spaced along the x axis.
Not used if |
plim |
X axis limits, specified as probabilities. |
xlim |
X axis limits, specified as values of the Gumbel reduced variate
-log(-log(F)), where F is the
nonexceedance probability.
Not used if |
ylim |
Y axis limits. |
type |
Plot type. Determines how the data values in |
xlab |
X axis label. |
ylab |
Y axis label. |
rp.axis |
Logical. Whether to draw the “Return period” axis, a secondary horizontal axis. |
... |
Additional arguments are passed to the plotting routine. |
pfunc
and qfunc
can be either the standard R form of
cumulative distribution function or quantile function
(i.e. for a distribution with r parameters, the first argument is the
variate x or the probability p and the next r arguments
are the parameters of the distribution) or the cdf...
or
qua...
forms used throughout the lmom package
(i.e. the first argument is the variate x or probability p
and the second argument is a vector containing the parameter values).
Data points are plotted at the Gringorten plotting position, i.e. the i'th smallest of n data points is plotted at the horizontal position corresponding to nonexceedance probability (i-0.44)/(n+0.12).
J. R. M. Hosking jrmhosking@gmail.com
# Extreme-value plot of Ozone from the airquality data data(airquality) evplot(airquality$Ozone) # Fit a GEV distribution and add it to the plot evdistq(quagev, pelgev(samlmu(airquality$Ozone))) # Not too good -- try a kappa distribution instead evdistq(quakap, pelkap(samlmu(airquality$Ozone)), col="red")
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