dens: Density Plot: Univariate Case

Description

dens is a generic function used to plot the density. The function invokes particular methods which depend on the class of the first argument. So the function plots density for univariate POT models.

Usage

dens(object, ...)
# S3 method for uvpot
dens(object, main, xlab, ylab, dens.adj = 1,
kern.lty = 2, rug = TRUE, plot.kernel = TRUE, plot.hist = TRUE,
hist.col = NULL, ...)

Value

A graphical window.

Arguments

object: A fitted object. When using the POT package, an object of class 'uvpot'. Most often, the return of the fitgpd function.
main: The title of the graphic. If missing, the title is set to "Density Plot".
xlab,ylab: The labels for the x and y axis. If missing, they are set to "Quantile" and "Density" respectively.
dens.adj: Numeric. The adjustment for the kernel density estimation in the density function. The default is 1.
kern.lty: The line type for the kernel density estimation. This corresponds to the "lty" option of the lines functions. The default is 2.
rug: Logical. Should we call the rug function? Default is TRUE.
plot.kernel: Logical. Should the kernel density estimate be plotted?
plot.hist: Logical. Should the histogram be plotted?
hist.col: The color to fill the histogram.
...: Other arguments to be passed to the plot function.

Author

Mathieu Ribatet

Details

The density plot consists of plotting on the same windows the theoretical density and a kernel estimation one. If the theoretical model is correct, then the two densities should be ``similar''.

Examples

Run this code

x <- rgpd(75, 1, 2, 0.1)
pwmu <- fitgpd(x, 1, "pwmu")
dens(pwmu)

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