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This function is adapted from the plot.fr function from the hoa package bundle. It differs from the latter mostly in the placement of legends.

Usage

# S3 method for fr
plot(x, ...)

Arguments

x

an object of class fr returned by gpd.tem or gev.tem.

...

further arguments to plot currently ignored. Providing a numeric vector which allows for custom selection of the plots. A logical all. See Details.

Value

graphs depending on argument which

Details

Plots produced depend on the integers provided in which. 1 displays the Wald pivot, the likelihood root r, the modified likelihood root rstar and the likelihood modification q as functions of the parameter psi. 2 gives the renormalized profile log likelihood and adjusted form, with the maximum likelihood having ordinate value of zero. 3 provides the significance function, a transformation of 1. Lastly, 4 plots the correction factor as a function of the likelihood root; it is a diagnostic plot aimed for detecting failure of the asymptotic approximation, often due to poor numerics in a neighborhood of r=0; the function should be smooth. The function spline.corr is designed to handle this by correcting numerically unstable estimates, replacing outliers and missing values with the fitted values from the fit.

References

Brazzale, A. R., Davison, A. C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge.