plotLexBoot

plot bootstrap uncertainty intervals for <code>plotLextreme</code>.

hplot

distribution

bootstrap

dplot

montecarlo

Fit, plot and compare several (extreme value) distribution functions.
Compute (truncated) distribution quantile estimates and plot return periods on a linear scale.
On the fitting method, see Asquith (2011): Distributional Analysis with L-moment Statistics [...]  ISBN 1463508417.

Berry Boessenkool

extremeStat

Extreme Value Statistics and Quantile Estimation

plotLexBoot function

<dl><dt>dlf</dt>
<dd><code>dlf</code> object, as returned by <code>distLexBoot</code></dd>
<dt>selection</dt>
<dd>Character vector with distribution function names to be used.
Suggested to keep this low. DEFAULT: NULL</dd>
<dt>add</dt>
<dd>Add to existing plot? DEFAULT: FALSE</dd>
<dt>log</dt>
<dd>Plot on a logarithmic axis. DEFAULT: TRUE</dd>
<dt>...</dt>
<dd>Further arguments passed to <code>plotLextreme</code>.
If add=TRUE, they are instead passed to
<code>berryFunctions::ciBand</code></dd></dl>

Arguments

Berry Boessenkool, <a href="/link/berry-b%40gmx.de?package=extremeStat&version=1.5.9" data-mini-rdoc="extremeStat::berry-b@gmx.de">berry-b@gmx.de</a>, Dec 2016

Author

Bootstrapping uncertainty intervals for return periods — plotLexBoot

<dl>

<dt>dlf</dt>
<dd><code>dlf</code> object, as returned by <code>distLexBoot</code></dd>


<dt>selection</dt>
<dd>Character vector with distribution function names to be used.
Suggested to keep this low. DEFAULT: NULL</dd>


<dt>add</dt>
<dd>Add to existing plot? DEFAULT: FALSE</dd>


<dt>log</dt>
<dd>Plot on a logarithmic axis. DEFAULT: TRUE</dd>


<dt>...</dt>
<dd>Further arguments passed to <code>plotLextreme</code>.
If add=TRUE, they are instead passed to
<code>berryFunctions::ciBand</code></dd>

</dl>

Berry Boessenkool, <a href='mailto:berry-b@gmx.de'>berry-b@gmx.de</a>, Dec 2016

plotLexBoot: Bootstrapping uncertainty intervals for return periods

Description

Usage

Value

Arguments

Author

See Also

Examples