ccdfplot function

Plot of complementary empirical distribution function and the complementary distribution function

Plot of complementary empirical distribution function of a sample and the complementary distribution function from peaks-over-threshold model. utf8

ccdfplot(data, pars=NA, log="y", from=NA, ci=FALSE, main="Complementary cdf", 
  xlab="data", ylab="ccdf", ...)

Arguments

• data: a numeric vector.

• pars: a list with the set of parameters of peaks-over-threshold model.

• log: a character string which contains x if the x axis is to be logarithmic, y if the y axis is to be logarithmic and xy

  or yx if both axes are to be logarithmic.

• from: the origen of x-axis in the plot.

• ci: should confidence bands be plotted. Defaults to FALSE.

• main: an overall title for the plot.

• xlab: horizontal axis label. Defaults to data.

• ylab: vertical axis label. Defaults to ccdf.

• ...: usual graphic parameters.

Returns

Plot of complementary empirical distribution function and the complementary distribution function.

References

del Castillo, J. and Padilla, M. (2016). Modeling extreme values by the residual coefficient of variation. SORT Statist. Oper. Res. Trans. 40 (2), 303-320.

del Castillo, J. and Serra, I. (2015). Likelihood inference for Generalized Pareto Distribution. Computational Statistics and Data Analysis, 83 , 116-128.

del Castillo, J., Daoudi, J. and Lockhart, R. (2014). Methods to Distinguish Between Polynomial and Exponential Tails. Scandinavian Journal of Statistics, 41 , 382-393.

Author(s)

Joan del Castillo, David Moriña Soler and Isabel Serra

See Also

ercv-package, cievi, cvevi, cvplot, evicv, fitpot, ppot, qpot, tdata, thrselect, Tm

Examples

data(iFFT)
ccdfplot(iFFT)