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POT (version 1.1-11)

pp: Probability Probability Plot

Description

pp is a generic function used to show probability-probability plot. The function invokes particular methods which depend on the class of the first argument. So the function makes a probability probability plot for univariate POT models.

Usage

pp(object, ...)

# S3 method for uvpot pp(object, main, xlab, ylab, ci = TRUE, ...)

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 "Probability plot".

xlab,ylab

The labels for the x and y axis. If missing, they are set to "Empirical" and "Model" respectively.

ci

Logical. If TRUE (the default), 95% intervals are plotted.

...

Other arguments to be passed to the plot function.

Author

Mathieu Ribatet

Details

The probability probability plot consists of plotting the theoretical probabilities in function of the empirical model ones. The theoretical probabilities are computed from the fitted GPD, while the empirical ones are computing from a particular plotting position estimator. This plotting position estimator is suited for the GPD case (Hosking, 1995) and are defined by:

$$p_{j:n} = \frac{j - 0.35}{n}$$ where \(n\) is the total number of observations.

If the theoretical model is correct, then points should be ``near'' the line \(y=x\).

References

Hosking, J. R. M. and Wallis, J. R. (1995). A comparison of unbiased and plotting-position estimators of L moments. Water Resources Research. 31(8): 2019--2025.

See Also

qq, qq.uvpot

Examples

Run this code
x <- rgpd(75, 1, 2, 0.1)
pwmb <- fitgpd(x, 1, "pwmb")
pp(pwmb)

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