meplot(VGAM)
meplot()所属R语言包:VGAM
Mean Excess Plot
平均剩余图
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Mean excess plot (also known as a mean residual life plot), a diagnostic plot for the generalized Pareto distribution (GPD).
平均多余的图(也称为平均剩余寿命图),诊断图的广义帕累托分布(GPD)。
用法----------Usage----------
meplot(object, ...)
meplot.default(y, main = "Mean Excess Plot",
xlab = "Threshold", ylab = "Mean Excess", lty = c(2, 1:2),
conf = 0.95, col = c("blue", "black", "blue"), type = "l", ...)
meplot.vlm(object, ...)
参数----------Arguments----------
参数:y
A numerical vector. NAs etc. are not allowed.
数值向量。 NAS等都是不允许的。
参数:main, xlab, ylab
Character. Overall title for the plot, and titles for the x- and y-axes.
字符。总冠军的图,而为x轴和y轴的标题。
参数:lty
Line type. The second value is for the mean excess value, the first and third values are for the envelope surrounding the confidence interval.
线路类型。第二个值的平均过剩值,在第一和第三值是周围的置信区间为信封。
参数:conf
Confidence level. The default results in approximate 95 percent confidence intervals for each mean excess value.
置信水平。默认的结果,约95%的置信区间为每个平均超额价值。
参数:col
Colour of the three lines.
的三条线的颜色。
参数:type
Type of plot. The default means lines are joined between the mean excesses and also the upper and lower limits of the confidence intervals.
图类型。默认的装置线接合之间的平均过激的置信区间的上限和下限。
参数:object
An object that inherits class "vlm", usually of class vglm-class or vgam-class.
继承的对象类"vlm",通常是类vglm-class或vgam-class。
参数:...
Graphical argument passed into plot. See par for an exhaustive list. The arguments xlim and ylim are particularly useful.
图形参数传递到plot。 par一个详尽的列表。的参数xlim和ylim是特别有用的。
Details
详细信息----------Details----------
If Y has a GPD with scale parameter sigma and shape parameter xi<1, and if y>0, then
如果Y有GPD尺度参数sigma和形状参数xi<1,如果y>0,然后
It is a linear function in u, the threshold. Note that Y-u is called the excess and values of Y greater than u are called exceedances. The empirical versions used by these functions is to use sample means to estimate the left hand side of the equation. Values of u in the plot are the values of y itself. If the plot is roughly a straight line then the GPD is a good fit; this plot can be used to select an appropriate threshold value. See gpd for more details. If the plot is flat then the data may be exponential, and if it is curved then it may be Weibull or gamma. There is often a lot of variance/fluctuation at the RHS of the plot due to fewer observations.
它是一个在u,阈值的线性函数。需要注意的是Y-u被称为多余的和值Y大于u被称为超标。经验这些功能所使用的版本是用样本的均值估计的方程的左边。 u值中的图的y本身的价值。如果图大致成一条直线,然后的GPD是一个不错的选择,这个曲线可以用来选择一个合适的阈值。见gpd更多详情。如果图是平坦的,则该数据可以是指数,并且如果它是弯曲的,那么它可能是威布尔或γ。方差/波动往往有很多的图在RHS由于较少的观察。
The function meplot is generic, and meplot.default and meplot.vlm are some methods functions for mean excess plots.
函数meplot是通用的,和meplot.default和meplot.vlm有一些方法平均剩余图的功能。
值----------Value----------
A list is returned invisibly with the following components.
返回一个列表不可见的以下组件。
参数:threshold
The x axis values.
x轴的值。
参数:meanExcess
The y axis values. Each value is a sample mean minus a value u.
y轴的值。每一个值是一个样本均值减去一个值u。
参数:plusminus
The amount which is added or subtracted from the mean excess to give the confidence interval. The last value is a NA because it is based on one observation.
量添加或减去多余的平均给的置信区间。最后一个值是一个NA,因为它是基于一个观察。
注意----------Note----------
The function is designed for speed and not accuracy, therefore huge data sets with extremely large values may cause failure (the function cumsum is used.) Ties may not be well handled.
该功能是专为速度和不准确的,因此,庞大的数据集非常大的价值,,领带可能不能很好地处理,可能会造成故障(使用的功能cumsum)。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Models for exceedances over high thresholds (with discussion). Journal of the Royal Statistical Society, Series B, Methodological, 52, 393–442.
An Introduction to Statistical Modeling of Extreme Values. London: Springer-Verlag.
参见----------See Also----------
gpd.
gpd。
实例----------Examples----------
## Not run: meplot(with(venice90, sealevel), las = 1) -> ii[#不运行:meplot((venice90,海平面),LAS = 1) - >第二]
names(ii)
abline(h = ii$meanExcess[1], col = "orange", lty = "dashed")
par(mfrow = c(2, 2))
for (ii in 1:4)
meplot(rgpd(1000), col = c("orange", "blue", "orange"))
## End(Not run)[#(不执行)]
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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