Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

exiplot

Extremal Index Plot


Description

Plot estimates of the Extremal Index

Usage

exiplot(data, u.range, tim.cond = 1, n.u = 50, xlab, ylab, ...)

Arguments

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.

Value

Returns invisibly a matrix with two columns. The first one thresh giving the threshold and the second one exi the related Extremal Index estimate.

Author(s)

Mathieu Ribatet

See Also


POT

Generalized Pareto Distribution and Peaks Over Threshold

v1.1-10
GPL (>= 2)
Authors
Mathieu Ribatet [aut], Christophe Dutang [ctb,cre]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.