bvtcplot {evd} | R Documentation |
Bivariate Threshold Choice Plot
Description
Produces a diagnostic plot to assist with threshold choice for bivariate data.
Usage
bvtcplot(x, spectral = FALSE, xlab, ylab, ...)
Arguments
x |
A matrix or data frame, ordinarily with two columns, which may contain missing values. |
spectral |
If |
ylab , xlab |
Graphics parameters. |
... |
Other arguments to be passed to the plotting function. |
Details
If spectral
is FALSE
(the default), produces a threshold
choice plot as illustrated in Beirlant et al. (2004). With
non-missing bivariate observations, the integers
are plotted against the values
, where
is the
th order statistic of the sum of the margins
following empirical transformation to standard Frechet.
A vertical line is drawn at k0
, where k0
is the largest
integer for which the y-axis is above the value two. If spectral
is FALSE
, the largest k0
data points are used to plot an
estimate of the spectal measure versus
.
Value
A list is invisibly returned giving k0
and the values used to
produce the plot.
References
Beirlant, J., Goegebeur, Y., Segers, J. and Teugels, J. L. (2004) Statistics of Extremes: Theory and Applications., Chichester, England: John Wiley and Sons.
See Also
Examples
## Not run: bvtcplot(lossalae)
## Not run: bvtcplot(lossalae, spectral = TRUE)