guplot {VGAM} | R Documentation |
Produces a Gumbel plot, a diagnostic plot for checking whether the data appears to be from a Gumbel distribution.
guplot(object, ...) guplot.default(y, main="Gumbel Plot", xlab="Reduced data", ylab="Observed data", type="p", ...) guplot.vlm(object, ...)
y |
A numerical vector. NA s etc. are not allowed. |
main |
Character. Overall title for the plot. |
xlab |
Character. Title for the x axis. |
ylab |
Character. Title for the y axis. |
type |
Type of plot. The default means points are plotted. |
object |
An object that inherits class "vlm" ,
usually of class vglm-class or
vgam-class . |
... |
Graphical argument passed into
plot . See par
for an exhaustive list. The arguments xlim and
ylim are particularly useful. |
If Y has a Gumbel distribution then plotting the sorted values y_i versus the reduced values r_i should appear linear. The reduced values are given by
r_i = -log(-log(p_i))
where p_i is the ith plotting position, taken here to be (i-0.5)/n. Here, n is the number of observations. Curvature upwards/downwards may indicate a Frechet/Weibull distribution, respectively. Outliers may also be detected using this plot.
The function guplot
is generic, and
guplot.default
and guplot.vlm
are some
methods functions for Gumbel plots.
A list is returned invisibly with the following components.
x |
The reduced data. |
y |
The sorted y data. |
The Gumbel distribution is a special case of the GEV distribution with shape parameter equal to zero.
T. W. Yee
Coles, S. (2001) An Introduction to Statistical Modeling of Extreme Values. London: Springer-Verlag.
## Not run: guplot(rnorm(500), las=1) -> i names(i) ## End(Not run)