the block size. A numeric value is interpreted as
the number of data values in each successive block.
All the data is used, so the last block may not contain
block observations.
If the data has a times attribute containing (in
an object of class "POSIXct", or an object that can be
converted to that class; see as.POSIXct) the
times/dates of each observation, then block may instead
take the character values "month", "quarter",
"semester" or "year".
start
lowest value of K at which to plot a point; K is the
number of blocks in which a specified threshold is exceeded
end
highest value of K at which to plot a point
reverse
whether plot is to be by increasing threshold
(TRUE) or increasing K value (FALSE)
auto.scale
whether or not plot should be automatically
scaled; if not, xlim and ylim graphical parameters
may be entered
# NOT RUN {data(bmw)
# }# NOT RUN {exindex(bmw, 100)
# }# NOT RUN {exindex(-bmw, 100)
# }# NOT RUN {# calculate extremal index for the right and left tails of the BMW # log returns # }