GPD parameter stability plots — GPD_Parameter_Stability_Plot • MultiHazard

Plots showing the stability of the GPD scale and shape parameter estimates across a specified range of thresholds.

Usage

GPD_Parameter_Stability_Plot(Data, Data_Full, u = 0.95, PLOT = FALSE)

Arguments

Data: Numeric vector containing the declusted data.
Data_Full: Numeric vector containing the non-declustered data.
u: Numeric vector of GPD thresholds; given as a quantiles [0,1] of Data vector. Default is 0.9 to 0.999 in intervals of 0.001.
PLOT: Logical; indicating whether to plot diagnostics. Default is FALSE.

Value

Plot of the shape and modified scale parameter estimates along with their errors bars over the range of specified thresholds.

See also

Examples

GPD_Parameter_Stability_Plot(Data = S20.Detrend.Declustered.df$Rainfall,
                             Data_Full= na.omit(S20.Detrend.df$Rainfall),
                             u=seq(0.9,0.999,0.001))