findthreshold {QRMlib}R Documentation

Find a Threshold

Description

find threshold corresponding to given number of upper order statistics

Usage

findthreshold(data, ne)

Arguments

data data vector
ne vector giving number of extremes above the threshold

Details

when the data are tied a threshold is found so that at least the specified number of extremes lie above

Value

vector of suitable thresholds

See Also

fit.GPD

Examples

data(danish);
# Find threshold giving (at least) fifty exceedances for Danish data 
findthreshold(danish,50);

[Package QRMlib version 1.4 Index]