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?. Annexe, T. V. Lois-de-la, G. #densité-de-la-distribution, and . Curve, 1)) { curve(dgev(x, shape=s), add=T) } curve(dgev(x, shape=-1), lwd=3, add=T, col='red') curve(dgev(x, shape=1), lwd=3, add=T, col='blue') #densité de la distribution Fréchet curve(dfrechet(x, shape=1), lwd=3, xlim=c(-1,2), ylim=c(0,1), ylab="", main="densité de la distribution Fréchet") for (s in seq(.1,2,by=.1)) { curve(dfrechet(x, shape=s), add=T) } curve(dfrechet(x, shape=2), lwd=3, add=T, col='red') curve(dfrechet(x, shape=.5), lwd=3, add=T, col='blue') #densité de la distribution (reverse) Weibull curve(drweibull(x, shape=1), lwd=3, xlim=c(-2,1), ylim=c(0,1), ylab="", main="densité de la distribution (reverse) Weibull ") for (s in seq(.1,2,by=.1)) { curve(drweibull(x, shape=s), add=T) } curve(drweibull(x, shape=2), lwd=3, add=T, col='red') curve(drweibull(x, shape=.5), lwd=3, add=T, col='blue') #densité de la distribution Gumbel curve(dgumbel(x), lwd=3, xlim=c(-2,2), ylim=c(0,1), ylab="", main="densité de la distribution Gumbel") #densité de la distribution GPD curve(dgpd(x, shape=0), lwd=3, xlim=c(-.1,2), ylim=c(0,2), xlab="y",ylab="", main="densité de la distribution GPD") for (s in seq)) { curve(dgpd(x, shape=s), add=T) } curve(dgpd(x, shape=-1), lwd=3, add=T, col='red') curve(dgpd(x, shape=1), lwd=3, add=T, col='blue') ii ? Paramètres des lois de la T.V.E (GEV et GPD) #Mean Excess Plot x <-sort(x) e <-rep(NA, length(x)) for (i in seq(along=x)), )', main="Mean Excess Plot") #Estimateur de Hill x<-sort(x) n<-length(x) hill<-rep(NA,(n-1)) for(j in seq(from=1,to=(n-1))){ hill[j]<-((sum(log(x[(n-j+1):n])))/j)-(log(x