Hill Plot

Description

Displays a plot of the Hill Estimator against tail sample size.

Usage

HillPlot(Ra, maximum.tail.size)

Arguments

Author(s)

Dinesh Acharya

References

Dowd, K. Measuring Market Risk, Wiley, 2007.

Examples

# Hill Estimator - Tail Sample Size Plot for random normal dataset
   Ra <- rnorm(1000)
   HillPlot(Ra, 180)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(Dowd)
Loading required package: bootstrap
Loading required package: MASS
Loading required package: forecast
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: timeDate
This is forecast 7.1 

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/Dowd/HillPlot.Rd_%03d_medium.png", width=480, height=480)
> ### Name: HillPlot
> ### Title: Hill Plot
> ### Aliases: HillPlot
> 
> ### ** Examples
> 
> # Hill Estimator - Tail Sample Size Plot for random normal dataset
>    Ra <- rnorm(1000)
>    HillPlot(Ra, 180)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>