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Here We Go

Overview
Selecting a mouse mode
Reading and generating data sets
Creating your own data set, data format
Visualization of data sets
Applying estimators to the active data
Documenting illustrations


An Overview and the Hierarchy of the Xtremes-System

Users having some experience with statistical software systems, will be able to run larger parts of the menu system without reading the advice and information provided by this text. Yet, one should be aware of certain special features of Xtremes.

Univariate and Multivariate Mode

The system is partitioned into a multivariate and a univariate mode that can be selected in the toolbar.

Domains POT, MAX and SUM

Moreover, select certain domains in the toolbar (buttons which may be chosen by a mouse-click or by ALT + P, ALT + M or ALT + S). These domains correspond to different parametric models (generalized Pareto (GP), extreme value (EV) and Gaussian) built for data that are exceedances (peaks-over-threshold values), maxima and sums.

The Menu-Bar

The Visualize menu and larger parts of the Data menu are independent of the different domains.

Menus and Dialog Boxes

If a menu command requires further parameters, a dialog box is displayed.

Graphics Windows

The result of a menu command is usually shown in a graphics window.

Local Menus

Options and commands that are specific to a particular window or dialog box are provided by means of a local menu (available with a rightclick somewhere in the window or dialog box).

Help System

The system is supplement by an interactive help facility. Press the F1 key to obtain context sensitve help.

Selecting a mouse mode

The mouse mode determines what happens if you click into a window. The default mode just brings a window into the foreground. Other mouse modes are employed to move or delete curves, change colors and plot options, add text, etc. See mouse modes for detailed information.

Reading and Generating Data Sets

At the beginning, the user should restrict himself to handling data included in the package or generated by Xtremes. To read a data set from the disk, execute the menu option Data... Read Data. The file dialog box of Windows appears.

Proceed to the dat folder and select a file. Xtremes loads this file and opens a window entitled Active Sample displaying information about the data set. Read another data set and notice that the description of the active data set changes.

Now, two data sets are kept in memory. One can choose the active data set from the ones already loaded by executing the menu option Data... Choose Data. A list of all data sets used in the current session is displayed and a new active data set can be selected. Keep in mind that all visualisation and estimation procedures are based on the active data set.

Xtremes also enables the user to generate data sets. Use the menu option Data... Generate Univariate Data and select a distribution from the menu. A dialog box opens asking for parameters, the sample size and a filename. Files are stored in the working directory.

After clicking OK the data set is generated and a short description appears in the Active Sample window.

Creating Your Own Data Set, Data Format

Data sets are stored as plain ASCII files. Additional information must be given at the beginning of the file such as the type of the data set and the sample size. Moreover, one may include a short description that is used together with curves based on that data set and a more detailed description displayed in the Active Sample window.

Creating a Data Set

Data sets can be entered utilizing any text editor available under MS-DOS or Windows. It is possible to use the
integrated editor.
We start with an example showing the data entry using the editor. Suppose you want to create a univariate data set with the following values: 1 3.5 7 -4 42 8.1
Start the editor by clicking at the corresponding Smart Icon below the main menu bar and type the following lines:

    Xtremes Univariate Data
    Type: Artificial example
    \begin(description)
    This is an artificial data set. It was entered
    utilizing the XPL editor.
    \end(description)
    Sample Size: 6
    1
    3.5
    7
    -4
    42
    8.1

The first line defines the type of the data set - in the present case Xtremes Univariate Data. The second line starts with Type: and provides a short description which will be shown in the list of loaded data sets (Data... Choose Data); it is also added to the description of curves based on this data set (e.g., the sample df or the sample qf). Note that the description must be restricted to one line.
Between the lines begin(description) and end(description) a longer description may be added. It is displayed in the Active Sample Window.
The next line determines the size of the data set. Then the data is listed, one point per line.
After having typed the text, save it to a file and load it into XTREMES using Read Data. An easy way to create a data set is to simulate one of the appropriate type using the option Generate... and to edit it afterwards.

Visualization of Data Sets

A simple way to display data is in the form of a text. Load a data set or generate one using Data... Generate Data and select the menu option Data... List Data. Then, Xtremes opens a text window showing your data set. You can use the scroll bar to browse the data.

The Visualize menu contains options to display sample dfs, qfs, histograms, scatterplots, mean and median excess functions, among others. Kernel Density also provides options that reflects the data points at the right, left or both ends of the support. The bandwidth can be chosen by the user, an automatic selection (via cross-validation) is available.

The visualization options are also available in the local menu of a List Data window. They are applied to the displayed data set (rather than the active one) if selected from the local menu. An easy way to work with more than one data set is therefore to list them, minimize the windows and work with the local menus.

Time series are visualized by means of the
scatterplot option. Note that each scatterplot is displayed in a separate window. You can cut points from a scatterplot using the point selection (scissors) mouse mode tool. The option Least Squares Line in the local menu of the scatterplot window leads to a polynomial regression.

The scatterplot option is also applicable to multivariate data. Depending on the active mode (univariate or multivariate), the user has to select two or three components. In the latter case, the points are displayed using a 3-D dynamic plot.

Applying estimators to the active data

The three chapters in Part II of Statistical Analysis correspond to three different domains of Xtremes called SUM, MAX and POT. Each domain provides different distributions and estimators in the Data... Generate Univariate Data, Distribution and Estimate menu. One may switch between the different domains by means of the buttons POT, MAX and SUM in the toolbar.

In the following example, we focus on estimators in the POT domain because it provides the richest facilities. To start, let us apply the Hill estimator to standard Pareto data. First, create a data set using Data... Generate Univariate Data... Pareto. Next, execute the option Estimate... Hill(GP 1) . Recall that generalized Pareto models are fitted to the upper tail of the distribution. Therefore, the estimator requires the number k of upper extremes to be used for the estimation. You can change the number of extremes by clicking the up or down arrows in the estimator dialog box. A plot of alpha(n,k) or sigma(n,k) as a function in k is obtained using the diagram option. Choose the desired parameters before clicking the button.

Various parametric curves (plotted with the estimated parameter values) can be selected from the estimator dialog box. Comparing these curves with the corresponding nonparametric ones, the user is able to judge visually the quality of the estimation.

Similiar dialog boxes are provided within the MAX and SUM domains. One can work with the other parts of Xtremes while estimator dialogs are open. It is also possible to use two or more estimators at the same time to compare their results.

Documenting Illustrations

Xtremes provides various tools to change the outer appearance of a plot and to export it to other systems. We start with a description of advanced plot options (like different colors and line styles) that are used to prepare pictures for exporting. The following options are available (see also information on mouse modes)
Coordinate System:
the coordinate system is either displayed within the window or on a rectangle around the actual plot area. The portion of the plot area may be changed to provide space for the attachment of labels outside the frame. These options are controlled in the Change Coordinates box of the local menu.
Line Styles and Colors:
the option mouse mode tool is used to change the plot options of a curve. The user may select predefined line styles or define his own by specifying the length of curve segments and gaps as well as the thickness of the curve. Different sizes and hatch styles are provided for histograms. The local menu of a scatterplot window provides the Option entry to change the point size.
Adding Text:
select the label mouse mode tool and click at the position where you want to put your label. The font and position of the text may be changed using the parameter varying and option mouse mode tools. It is possible to display vertical text or to move a label to the edge of the window. Labels are treated like curves, so they may be moved to another window or deleted in the same way.
The contents of an Xtremes plot window may be exported, either by printing a window, saving its contents as an EPS file or storing it in the Windows clipboard.
Printing:
select Print from the local menu of the active window to copy the contents to your printer. Xtremes displays the print dialog box, where you select the size of the picture and provide space for the frame. Printer Setup is utilized to change options of the printer.
Saving an EPS file:
a dialog box similar to the Print dialog is displayed, where one can enter the size of the picture and the name of the EPS file.
Copying to the clipboard (Option Copy to Clipboard in the local menu):
the contents of the active window are copied to the clipboard in the standard bitmap format. It is possible to insert the contents of the clipboard in other applications like painting programs (e.g., the Paint application bundled with MS Windows can store BMP files) or word processors.

© 2005
Xtremes Group · updated Jun 21, 2005