R: Plot Estimates of the Extremal Index

exiplot {evd} | R Documentation

## Plot Estimates of the Extremal Index

### Description

Plots estimates of the extremal index.

### Usage

    exiplot(data, tlim, r = 1, ulow = -Inf, rlow = 1, add = FALSE,
        nt = 100, lty = 1, xlab = "Threshold", ylab = "Ext. Index",
        ylim = c(0,1), ...)

### Arguments

`data` | A numeric vector, which may contain missing values.
`tlim` | A numeric vector of length two, giving the limits for the (time invariant) thresholds at which the estimates are evaluated.
`r, ulow, rlow` | The estimation method. See `exi`.
`add` | Add to an existing plot?
`nt` | The number of thresholds at which the estimates are evaluated.
`lty` | Line type.
`xlab, ylab` | x and y axis labels.
`ylim` | y axis limits.
`...` | Other arguments passed to `plot` or `lines`.

### Details

The estimates are calculated using the function `exi`.

### Value

A list with components `x` and `y` is invisibly returned. The first component contains the thresholds, the second contains the estimates.

### See Also

`clusters`, `exi`

### Examples

    sdat <- mar(100, psi = 0.5)
    tlim <- quantile(sdat, probs = c(0.4,0.9))
    exiplot(sdat, tlim)
    exiplot(sdat, tlim, r = 4, add = TRUE, lty = 2)
    exiplot(sdat, tlim, r = 0, add = TRUE, lty = 4)

[Package evd version 2.3-4 Index]