tailplot                package:evir                R Documentation

_P_l_o_t _T_a_i_l _E_s_t_i_m_a_t_e _F_r_o_m _G_P_D _M_o_d_e_l

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

     Interacts with the output of gpd to produce a plot of the tail of
     the underlying distribution of the data. This is one of the
     options of 'plot.gpd', but tailplot enables the user to bypass the
     menu of the former.

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

     tailplot(x, optlog = NA, extend = 1.5, labels = TRUE, ...)

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

       x: a 'gpd' object

  optlog: optional argument giving a particular choice of logarithmic
          axes: '"x"' x-axis only; '"y"' y-axis only; '"xy"' both axes;
          '""' neither axis.

  extend: optional argument expressing how far x-axis should extend as
          a multiple of the largest data value. This argument must take
          values greater than 1 and is useful for showing estimated
          quantiles beyond data.

  labels: optional argument specifying whether or not axes should be
          labelled

     ...: other graphics parameters

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

     A list object containing details of the plot is returned
     invisibly. This object should be used as the first argument of
     'gpd.q' or 'gpd.sfall' to add quantile estimates or expected
     shortfall estimates to the plot.

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

     'gpd', 'plot.gpd', 'shape', 'quant'

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

     data(danish)
     out <- gpd(danish, 10) 
     ## Not run: tailplot(out) 

