David Smith (alias @revodavid, see also on the Revolutions blog, here) pointed out that my R code was not easy to read (not only due to my computing skills, but mainly because of the typography I use). He suggested that I use the Pretty R tool (here). And I will…

So, just to answer quickly to a question I received by email (a few weeks ago, sorry for the delay), here is the code to get the following nice plot

library(evd); data(lossalae) 
x <- lossalae$Loss; y <- lossalae$ALAE
xhist <- hist(log(x), plot=FALSE)  
yhist <- hist(log(y), plot=FALSE)
top <- max(c(xhist$counts, yhist$counts)) 
nf <- layout(matrix(c(2,0,1,3),2,2,byrow=TRUE), 
c(3,1), c(1,3), TRUE) 
par(mar=c(3,3,1,1)) 
plot(x, y, xlab="", ylab="",log="xy",col="red") 
par(mar=c(0,3,1,1))
barplot(xhist$counts, axes=FALSE, ylim=c(0, top), 
space=0,col="light green") 
par(mar=c(3,0,1,1))
barplot(yhist$counts, axes=FALSE, xlim=c(0, top), 
space=0, horiz=TRUE,col="light blue")