qplot                  package:evir                  R Documentation

_E_x_p_l_o_r_a_t_o_r_y _Q_Q_p_l_o_t _f_o_r _E_x_t_r_e_m_e _V_a_l_u_e _A_n_a_l_y_s_i_s

_D_e_s_c_r_i_p_t_i_o_n:

     Creates a QQplot for threshold data against the exponential 
     distribution or the generalized Pareto distribution.

_U_s_a_g_e:

     qplot(data, xi = 0, trim = NA, threshold = NA, line = TRUE,
         labels = TRUE, ...)

_A_r_g_u_m_e_n_t_s:

    data: data vector

      xi: the xi value of a generalized Pareto distribution

    trim: value at which data are to be right-truncated

threshold: value at which data are to be left-truncated

    line: whether or not a straight line is to be added

  labels: whether or not the axes are to be labelled

     ...: other graphics parameters

_D_e_t_a_i_l_s:

     If xi is zero the reference distribution is the exponential; if 
     xi is non-zero the reference distribution is the generalized 
     Pareto with that value of xi.  In the case of the exponential, the
     plot is interpreted as follows.  Concave departures from a
     straight line are a sign of heavy-tailed   behaviour. Convex
     departures show thin-tailed behaviour.

_S_e_e _A_l_s_o:

     'gpd', 'meplot'

_E_x_a_m_p_l_e_s:

     ## Not run: data(danish)
     ## Not run: qplot(danish) 
     # QQplot of heavy-tailed Danish fire insurance data 

