tailplot {Rsafd} | R Documentation |
Cumulative distribution function and quantiles for the distribution
of a GPD object (as produced for example by the semi-parametric estimation
procedure gpd.tail
).
tailplot(gpd.obj, tail="upper", optlog = NA, extend = 1.5, labels = T, ...)
gpd.obj |
An object of class |
Optional Arguments |
|
tail |
Character string which can be either "upper" or "lower" depending upon the choice of the upper or lower part of the data |
optlog |
Character string which can be "x", "y", "xy", "yx", "" or "NA" indicating which axis if any, should be labelled an a logarithmic scale. |
extend |
Factor by which the x-axis should extend beyond the data |
Rene Carmona, rcarmona@princeton.edu
# One tail X <- rgpd(1024) x.est <- gpd.tail(X) tailplot(x.est)