evd (version 1.2-3)

pp: A P-P Plot for an evd Object

Description

A P-P plot for an evd object.

Usage

pp(x, ci = TRUE, main = "Probability Plot", xlab = "Empirical", 
    ylab = "Model", ...)

Arguments

x

An object of class "evd".

ci

Logical; if TRUE (the default), plot simulated 95% confidence intervals.

main

Title of plot.

xlab,ylab

Labels for x and y axes.

...

Other plot parameters.

Details

The P-P plot constists of the points $${(G_n(z_i), G(z_i)), i = 1,\ldots,m}$$ where $G_n$ is the empirical distribution function (defined using ppoints), G is the model based estimate of the generalized extreme value distribution, and $z_1,\ldots,z_m$ are the data used in the fitted model, sorted into ascending order.

For non-stationary models the data are transformed to stationarity. The plot then corresponds to the distribution obtained when all covariates are zero.

See Also

dens, plot.evd, ppoints, qq, rl

Examples

uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
M1 <- fgev(uvdata)
pp(M1)