findthreshold {QRMlib} | R Documentation |
find threshold corresponding to given number of upper order statistics
findthreshold(data, ne)
data |
data vector |
ne |
vector giving number of extremes above the threshold |
when the data are tied a threshold is found so that at least the specified number of extremes lie above
vector of suitable thresholds
data(danish); # Find threshold giving (at least) fifty exceedances for Danish data findthreshold(danish,50);