# NOT RUN {
set.seed(1)
par(mfrow = c(1, 1))
x = rnorm(1000)
xx = seq(-4, 4, 0.01)
y = dnorm(xx)
# MLE for complete parameter set (not recommended!)
fit = fitmgng(x)
hist(x, breaks = seq(-6, 6, 0.1), freq = FALSE, xlim = c(-4, 4))
lines(xx, y)
with(fit, lines(xx, ditmgng(xx, nmean, nsd, epsilon, ul, sigmaul, xil,
ur, sigmaur, xir), col="red"))
abline(v = fit$ul + fit$epsilon * seq(-1, 1), col = "red")
abline(v = fit$ur + fit$epsilon * seq(-1, 1), col = "darkred")
# Profile likelihood for threshold which is then fixed
fitfix = fitmgng(x, eseq = seq(0, 2, 0.1), ulseq = seq(-2.5, 0, 0.25),
urseq = seq(0, 2.5, 0.25), fixedeu = TRUE)
with(fitfix, lines(xx, ditmgng(xx, nmean, nsd, epsilon, ul, sigmaul, xil,
ur, sigmaur, xir), col="blue"))
abline(v = fitfix$ul + fitfix$epsilon * seq(-1, 1), col = "blue")
abline(v = fitfix$ur + fitfix$epsilon * seq(-1, 1), col = "darkblue")
legend("topright", c("True Density", "GPD-normal-GPD ITM", "Profile likelihood"),
col=c("black", "red", "blue"), lty = 1)
# }
# NOT RUN {
# }
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