exi.intervals {extRemes}R Documentation

Extremal index estimator

Description

Evaluates the intervals estimator for the extremal index.

Usage

exi.intervals(z)

Arguments

z Logical vector indicating which positions correspond to extreme values.

Value

Estimate of the extremal index.

Warning

The estimator is not constrained to lie in [0,1] and a default value of 1 is returned if there are fewer than two extreme values.

Note

Maintained by Eric Gilleland.

Author(s)

Chris Ferro

References

Ferro CAT and Segers J (2003) Inference for clusters of extreme values. Journal of the Royal Statistical Society B 65, 545-556.

See Also

decluster.intervals

Examples

x <- rnorm(1000)
exi.intervals(x > quantile(x, 0.9))

[Package extRemes version 1.59 Index]