BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
John4
Obsidian | Level 7

How could we create a mean excess plot (Hill estimator, etc.) in SAS  ?

 

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

If you already know how to generate the X and Y variables in the plot from the data and the location of the dashed line, then you can create the plot as follows:

 

   title "Mean excess plot";
   proc sgplot data=Have;
      scatter x=X y=Y;
      refline 20 / axis=x lineattrs=(pattern=dash);
   run;

If your question is not about how to CREATE the plot but how to COMPUTE the values for the plot, then we'll need a reference and an explanation of the two quantities in the graph. A "reference" mensa a link to a paper or web site that explains the details that are required to understand how to generate the plot.

View solution in original post

3 REPLIES 3
Rick_SAS
SAS Super FREQ

Please provide a link to the plot and some context about where it is encountered or what it shows.

John4
Obsidian | Level 7

I mean this plot :

(mean excess plot form extreme value theory)meplot.PNG

Rick_SAS
SAS Super FREQ

If you already know how to generate the X and Y variables in the plot from the data and the location of the dashed line, then you can create the plot as follows:

 

   title "Mean excess plot";
   proc sgplot data=Have;
      scatter x=X y=Y;
      refline 20 / axis=x lineattrs=(pattern=dash);
   run;

If your question is not about how to CREATE the plot but how to COMPUTE the values for the plot, then we'll need a reference and an explanation of the two quantities in the graph. A "reference" mensa a link to a paper or web site that explains the details that are required to understand how to generate the plot.

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 1954 views
  • 0 likes
  • 2 in conversation