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# 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 <wuertz@itp.phys.ethz.ch>
# 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()
}
################################################################################
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