How could we create a mean excess plot (Hill estimator, etc.) in SAS ?
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.
Please provide a link to the plot and some context about where it is encountered or what it shows.
I mean this plot :
(mean excess plot form extreme value theory)
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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