# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: MDA ESTIMATORS: # hillPlot Plot Hill's estimator # shaparmPlot Pickands, Hill & Decker-Einmahl-deHaan Estimator # shaparmPickands Auxiliary function called by shaparmPlot # shaparmHill ... called by shaparmPlot # shaparmDehaan ... called by shaparmPlot ################################################################################ test.hillPlot = function() { # hillPlot Plot Hill's estimator # Graph Frame: par(mfrow = c(2, 2), cex = 0.7) par(ask = FALSE) # Hill Plot: hillPlot(gevSim(n=1000), plottype = "alpha") hillPlot(gevSim(n=1000), plottype = "xi"); grid() # Don't Plot Return Value: hillPlot(gevSim(n=1000), plottype = "alpha", doplot = FALSE) hillPlot(gevSim(n=1000), plottype = "xi", doplot = FALSE); grid() # Return Value: return() } # ------------------------------------------------------------------------------ test.shaparmPlot = function() { # shaparmPlot Pickands, Hill & Decker-Einmahl-deHaan Estimator # Graph Frame: par(mfrow = c(2, 2), cex = 0.7) par(ask = FALSE) # shaparmPlot(x, p = 0.01*(1:10), xiRange = NULL, alphaRange = NULL, # doplot = TRUE, plottype = c("both", "upper")) # Graph Frame: par(mfcol = c(3, 2), cex = 0.7) par(ask = FALSE) shaparmPlot(as.timeSeries(data(bmwRet))) # Print (Results: shaparmPlot(as.timeSeries(data(bmwRet)), doplot = FALSE) # Tailored p: shaparmPlot(as.timeSeries(data(bmwRet)), p = 0.005*(2:20)) # Return Value: return() } ################################################################################