gamma_tailplot {tailplots} | R Documentation |
Plot the estimated g and the corresponding confidence intervals
Description
This function produces a tail plot for the estimate \hat{g}
over a range of thresholds for a given sample, including confidence intervals computed by one of three methods (unbiased, bootstrap or jackknife). The function also allows a choice between original and log scale.
Usage
gamma_tailplot(
x,
method = c("unbiased", "bootstrap", "jackknife"),
R = 1000,
conf.level = 0.95,
ci.points = 101,
xscale = "o"
)
Arguments
x |
a vector containing the sample data. |
method |
the method used for computing the confidence intervals (options include unbiased variance estimator, jackknife, and bootstrap). |
R |
the number of the bootstrap replicates. |
conf.level |
the confidence level for the interval. |
ci.points |
the number of thresholds used in the calculation of the confidence intervals. |
xscale |
the scale of the x-axis (options include "o" = original, "l" = log scale, "b" = both). |
Details
For more details about the estimator \hat{g}
and the computation of the confidence intervals see gamma_tail.
Value
A plot showing the estimated g(d)
versus threshold d
, optionally on a logarithmic x-axis and including confidence intervals.
References
Iwashita, T. & Klar, B. (2024). A gamma tail statistic and its asymptotics. Statistica Neerlandica 78:2, 264-280. doi:10.1111/stan.12316
Examples
x <- rgamma(2e2, 0.5, 0.2)
gamma_tailplot(x, method="unbiased", xscale="o")