Clusters {POT} | R Documentation |
Plot estimates of the Extremal Index
exiplot(data, u.range, tim.cond = 1, n.u = 50, xlab, ylab, ...)
data |
A matrix/data.frame with two columns. Columns names must be ``obs'' for observations and ``time'' for the associated date of each observation. |
u.range |
A numeric vector of length 2. Specify the range of threshold for which the Extremal Index is estimated. |
tim.cond |
A time condition to ensure independence between
events. Should be in the same unit that data[,"time"] . |
n.u |
Numeric. The number of thresholds at which the Extremal Index is estimated. |
xlab, ylab |
Optional character strings to label the x and y axis. |
... |
Optional options to be passed to the plot
function. |
Returns invisibly a matrix with two columns. The first one ``thresh'' giving the threshold and the second one ``exi'' the related Extremal Index estimate.
Mathieu Ribatet