My question concerns Fig 8 of this publication, which is reproduced below. Specifically, how was the histogram of exceedances with overlying pdf constructed in R given the set of data, the m.l.e.s for the GP distribution and an approximate threshold? I can't seem to find a tool in R which achieves this. Could someone give an example for a code to reproduce a diagram of this type?
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This question uses a normal distribution but it should work with any distribution: https://stackoverflow.com/questions/20078107/overlay-normal-curve-to-histogram-in-r – MrFlick Oct 17 '19 at 14:52