evir (version 1.7-4)

plot.gpdbiv: Plot Fitted Bivariate GPD Model

Description

Provides a number of plots summarising a bivariate GPD model fitted using the bivariate POT method. See the examples below.

Usage

# S3 method for gpdbiv
plot(x, extend = 1.1, n.contours = 15, …)

Arguments

x

a gpdbiv object

extend

optional argument expressing how far x-axis should extend as a multiple of the largest data value.

n.contours

number of contours in bivariate contour plots

…

other graphics parameters

Details

Option 1 plots the threshold exceedance data; option 2 plots contours of the fitted bivariate distribution function in the joint upper tail (above both thresholds); option 3 plots corresponding contours of the fitted joint survival function; plots 4 and 5 show the fitted tails of the marginal distributions.

See Also

gpd, gpdbiv, tailplot, interpret.gpdbiv, plot.gpd

Examples

# NOT RUN {
data(bmw) ; data(siemens)
out <- gpdbiv(-bmw, -siemens, ne1 = 100, ne2 = 100) 
# }
# NOT RUN {
plot(out)
# }
# NOT RUN {
 
# }
# NOT RUN {
Make a plot selection (or 0 to exit): 
# }
# NOT RUN {
1: plot: Exceedance data
# }
# NOT RUN {
2: plot: Contours of Bivariate Distribution Function
# }
# NOT RUN {
3: plot: Contours of Bivariate Survival Function
# }
# NOT RUN {
4: plot: Tail of Marginal 1
# }
# NOT RUN {
5: plot: Tail of Marginal 2
# }