shape.plot {Rsafd} | R Documentation |
Plot of estimates of the shape parameter of one tail of the data.
shape.plot(data, tail="upper", method = "ml", from = 0.5, to = 0.98, nint = 30)
data |
A numeric vector of values at which the cdf is computed |
tail |
Character string which can be either "upper" or "lower" depending upon the choice of the upper or lower part of the data |
method |
Character string which can be either "ml" or "lmom" depending upon the choice of the method used to estimate the shape parameter |
from |
Percentage of the data values left as not belonging to the tail |
to |
Maximum percentage of the data values excluded from the tail |
nint |
Integer giving the number of thresholds and hence the number of estimates of the shape parameter |
Plot of the estimates of the shape parameter as function of the threshold (negative of the threshold when codetail="lower"). The percentages of points exceeding the threshold are given on the upper part of the plot.
Based on Mc Neil's original shape
function.
Rene Carmona, rcarmona@princeton.edu
## Not run: data("BCofLRet") NZ <- (BCofLRet !=0) BLRet <- BCofLRet[NZ] shape.plot(BLRet) shape.plot(BLRet,tail="lower") ## End(Not run)