Thank you very much for your reply. I am afraid I have no idea what is wrong with the pgpg function. The parameters are generated from pre-fitted GPD distribution. 1.544 is the location parameter, 0.4373 is the scale parameter and -0.2398 is the shape parameter.
Cound you please give me some hint? Stefan Grosse-2 wrote: > > > > -------- Original Message -------- > Subject: [R] ECDF, distribution of Pareto, distribution of Normal > From: livia <[EMAIL PROTECTED]> > To: [email protected] > Date: Tue Jul 10 2007 18:35:04 GMT+0200 >> Hello all, >> >> I would like to plot the emperical CDF, normal CDF and pareto CDF in the >> same graph and I amusing the following codes. "z" is a vector and I just >> need the part when z between 1.6 and 3. >> >> plot(ecdf(z), do.points=FALSE, verticals=TRUE, >> xlim=c(1.6,3),ylim=c(1-sum(z>1.6)/length(z), 1)) >> >> x <- seq(1.6, 3, 0.1) >> lines(x,pgpd(x, 1.544,0.4373,-0.2398), col="red") >> > > There is something wrong with your pgpd function, see ?pgpd for help and > parameters... (I wonder how you got something plotted here...) > > >> y <- seq(1.6, 3, 0.1) >> lines(y,pnorm(y, mean(z),sqrt(var(z))), col="blue") >> >> The emperical CDF and normal CDF look rather resonable, but the pareto >> CDF >> looks quite odd. I am not sure whether I plot the pareto CDF correctly >> e.g. >> in the right yaxs or any other mistake? >> >> At the same time, let "t" represents the vector whose values are larger >> than >> 1.6(the part we want). If I implement the following codes and plot the >> emperical CDF and pareto CDF, the pareto CDF seems fit. >> >> plot(ecdf(t), do.points=FALSE, verticals=TRUE) >> x <- seq(1.6, 3, 0.1) >> lines(x,pgpd(x, 1.544,0.4373,-0.2398), col="red") >> >> Could anyone give me some advice on this? Many thanks. >> > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/ECDF%2C-distribution-of-Pareto%2C-distribution-of-Normal-tf4056943.html#a11536305 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
