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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.

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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.

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