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![]() | Available Data Sets | ![]() | ![]() | Data Menu |
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)
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.
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