i am working on extreme value theory, i used commands hillplot and pickandsplot of the package evmix to plot the hill and pickands estimators and get the threshold u and the number of excess k.
library(evmix)
hillplot(claims$cost)
pickandsplot(claims$cost)
Now i want to plot the graph of the error of estimation with respect to k/n where n is the length of the vector claims$cost (k/n tends to 0 when n is too large). Can someone help me solve this task please ?