exi.intervals {extRemes} | R Documentation |
Evaluates the intervals estimator for the extremal index.
exi.intervals(z)
z |
Logical vector indicating which positions correspond to extreme values. |
Estimate of the extremal index.
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.
Maintained by Eric Gilleland.
Chris Ferro
Ferro CAT and Segers J (2003) Inference for clusters of extreme values. Journal of the Royal Statistical Society B 65, 545-556.
x <- rnorm(1000) exi.intervals(x > quantile(x, 0.9))