The function returns plot of the shape estimator along with the value (and 95% Wald-based confidence interval) at the selected threshold, or a plot of the empirical Bayes risk.
Arguments
- x
- object of class - mev_shape_rbmreturned by- shape.rbm
- type
- [string] type of plot, either - "shape"for the tail index or- "risk"for the empirical Bayes risk
- log
- [logical] if - TRUE(default), the x-axis for the number of exceedances is displayed on the log scale.
- ...
- additional arguments, currently ignored