tcplot                  package:evd                  R Documentation

_T_h_r_e_s_h_o_l_d _C_h_o_i_c_e _P_l_o_t

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

     Plots of parameter estimates at various thresholds for peaks over
     threshold modelling, using the Generalized Pareto or Point Process
     representation.

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

     tcplot(data, tlim, model = c("gpd","pp"), cmax = FALSE, r = 1,
         ulow = -Inf, rlow = 1, nt = 25, which = 1:npar, conf = 0.95,
         lty = 1, lwd = 1, type = "b", cilty = 1, ask = nb.fig <
         length(which) && dev.interactive(), ...)

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

    data: A numeric vector.

    tlim: A numeric vector of length two, giving the limits for the
          thresholds at which the model is fitted.

   model: The model; either '"gpd"' (the default) or '"pp"', for the
          Generalized Pareto or Point Process representations
          respectively.

    cmax: Logical; if 'FALSE' (the default), the models are fitted
          using all exceedences over the thresholds. If 'TRUE', the
          models are fitted using cluster maxima, using clusters of
          exceedences derived from 'clusters'.

r, ulow, rlow: Arguments used for the identification of clusters of
          exceedences (see 'clusters'). Ignored if 'cmax' is 'FALSE'
          (the default).

      nt: The number of thresholds at which the model is fitted.

   which: If a subset of the plots is required, specify a subset of the
          numbers '1:npar', where 'npar' is the number of parameters,
          so that 'npar = 2' when 'model = "gpd"' (the default) and
          'npar = 3' when 'model = "pp"'.

    conf: The (pointwise) confidence coefficient for the plotted
          confidence intervals. Use zero to suppress.

lty, lwd: The line type and width of the line connecting the parameter
          estimates.

    type: The form taken by the line connecting the parameter estimates
          and the points denoting these estimates. Possible values
          include '"b"' (the default) for points joined by lines, '"o"'
          for overplotted points and lines, and '"l"' for an unbroken
          line with no points.

   cilty: The line type of the lines depicting the confidence
          intervals.

     ask: Logical; if 'TRUE', the user is asked before each plot.

     ...: Other arguments to be passed to the model fit function
          'fpot'.

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

     For each of the 'nt' thresholds a peaks over threshold model is
     fitted using the function 'fpot'. When 'model = "gpd"' (the
     default), the maximum likelihood estimates for the shape and the
     modified scale parameter (modified by subtracting the shape
     multiplied by the threshold) are plotted against the thresholds.
     When 'model = "pp"' the maximum likelihood estimates for the
     location, scale and shape parameters are plotted against the
     thresholds. (The modified scale parameter in the '"gpd"' case is
     equivalent to the scale parameter in the '"pp"' case.) If the
     threshold 'u' is a valid threshold to be used for peaks over
     threshold modelling, the parameter estimates depicted should be
     approximately constant above 'u'.

_V_a_l_u_e:

     A list is invisibly returned. Each component is a matrix with
     three columns giving parameter estimates and confidence limits.

_A_u_t_h_o_r(_s):

     Stuart Coles and Alec Stephenson

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

     'fpot', 'mrlplot', 'clusters'

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

     data(portpirie)
     tlim <- c(3.6, 4.2)
     ## Not run: tcplot(portpirie, tlim)
     ## Not run: tcplot(portpirie, tlim, nt = 100, lwd = 3, type = "l")
     ## Not run: tcplot(portpirie, tlim, model = "pp")

