rlplot.egev {VGAM} | R Documentation |
A return level plot is constructed for a GEV-type model.
rlplot.egev(object, plot.it = TRUE, probability = c((1:9)/100, (1:9)/10, 0.95, 0.99, 0.995, 0.999), add.arg = FALSE, xlab = "Return Period", ylab = "Return Level", main = "Return Level Plot", pch = par()$pch, pcol.arg = par()$col, pcex = par()$cex, llty.arg = par()$lty, lcol.arg = par()$col, llwd.arg = par()$lwd, slty.arg = par()$lty, scol.arg = par()$col, slwd.arg = par()$lwd, ylim = NULL, Log = TRUE, CI = TRUE, epsilon = 1e-05, ...)
object |
A VGAM extremes model of the
GEV-type, produced by vglm
with a family function either
"gev" or "egev" .
|
plot.it |
Logical. Plot it? If FALSE no plot will be done.
|
probability |
Numeric vector of probabilities used.
|
add.arg |
Logical. Add the plot to an existing plot? |
xlab |
Caption for the x-axis. See par . |
ylab |
Caption for the y-axis. See par . |
main |
Title of the plot. See title . |
pch |
Plotting character. See par . |
pcol.arg |
Color of the points.
See the col argument of par . |
pcex |
Character expansion of the points.
See the cex argument of par . |
llty.arg |
Line type. Line type.
See the lty argument of par . |
lcol.arg |
Color of the lines.
See the col argument of par .
|
llwd.arg |
Line width.
See the lwd argument of par .
|
slty.arg, scol.arg, slwd.arg |
Correponding arguments for the lines used for the
confidence intervals. Used only if CI=TRUE .
|
ylim |
Limits for the y-axis. Numeric of length 2. |
Log |
Logical. If TRUE then log="" otherwise
log="x" . This changes the labelling of the x-axis only.
|
CI |
Logical. Add in a 95 percent confidence interval? |
epsilon |
Numeric, close to zero. Used for the finite-difference
approximation to the first derivatives with respect to
each parameter. If too small, numerical problems will occur.
|
... |
Arguments passed into the plot function
when setting up the entire plot. Useful arguments here include
sub and las .
|
A return level plot plots zp versus
log(yp). It is linear if the shape parameter
xi=0. If xi<0 then the plot is convex
with asymptotic limit as p approaches zero at
mu-sigma/xi. And if
xi>0 then the plot is concave and has no finite bound.
Here, G(zp) = 1-p where 0<p<1
(p corresponds to the argument probability
)
and G is the cumulative distribution function of the
GEV distribution. The quantity zp is known as the
return level associated with the return period
1/p. For many applications, this means zp
is exceeded by the annual
maximum in any particular year with probability p.
The points in the plot are the actual data.
In the post
slot of the object is a list called
rlplot
with list components
yp |
-log(probability) , which is used on the x-axis. |
zp |
values which are used for the y-axis |
lower, upper |
lower and upper confidence limits for the
95 percent confidence intervals evaluated at the values of
probability (if CI=TRUE ). |
The confidence intervals are approximate, being based on finite-difference approximations to derivatives.
T. W. Yee
Coles, S. (2001) An Introduction to Statistical Modeling of Extreme Values. London: Springer-Verlag.
egev
.
y = rgev(n <- 100, scale=exp(1), shape = -0.1) fit = vglm(y ~ 1, egev, trace=TRUE) # Identity link for all parameters: fit2 = vglm(y ~ 1, egev(lsh=identity, lsc=identity, isc=10), trace=TRUE) ## Not run: par(mfrow=c(1,2)) rlplot(fit) -> i1 rlplot(fit2, pcol="darkorange", lcol="blue", Log=FALSE, scol="darkgreen", slty="dashed") -> i2 range(i2@post$rlplot$upper - i1@post$rlplot$upper) # Should be near 0 range(i2@post$rlplot$lower - i1@post$rlplot$lower) # Should be near 0 ## End(Not run)