autolayer
Method for Predictive Return Levels
autolayer.predRL.Rd
Predictive Return Level curve
Arguments
- object
An object with class
"predRL"
corresponding to predictive Return Levels.- aes
Logical. If
TRUE
the colour and linetype of the line are added to the aesthetic in odred to appear in legends.- ...
Further arguments to be passed to
geom_line
.
Details
The argument object
contains a table of computed predictive
Return Levels, in correspondence with an exceedance
probability. The layer shows the tail-quantile function for the
predictive distribution.
Note
In practice the predictive distribution for an Extreme-Value model has usually an heavy tail. Therefore at least for small probabilities of exceedance \(p\) the curve is convex (upward concave).