pp(x, ci = TRUE, main = "Quantile Plot", xlab = "Model",
ylab = "Empirical", ...)
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 Q-Q plot consists of the points
$${(G^{-1}(p_i), z_i), i = 1,\ldots,m}$$
where $G^{-1}$ is the model based
estimate of the generalized extreme value quantile function,
$p_1,\ldots,p_m$ are plotting points defined by
ppoints, 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.