Threshold stability plot for Hill estimator
Arguments
- xdat
- [vector] sample exceedances 
- kmax
- [int] maximum number of order statistics 
- method
- [string] name of estimator for shape parameter. Default to - hill.
- ...
- additional arguments passed to - fit.shapefor certain methods.
- log
- [logical] should the x-axis for the number of order statistics used for estimation be displayed on the log scale? Default to - TRUE
Examples
xdat <- rgp(n = 250, loc = 1, scale = 2, shape = 0.5)
tstab.hill(xdat)
