exiplot

Plot estimates of the Extremal Index

htest

Clusters

Some functions useful to perform a Peak Over Threshold
analysis in univariate and bivariate cases, see Beirlant et al. (2004)
<doi:10.1002/0470012382>. A user guide is available in the vignette.

Christophe Dutang

Generalized Pareto Distribution and Peaks Over Threshold

Mathieu Ribatet

Clusters function

<dl> <dt>data</dt>
<dd>A matrix/data.frame with two columns. Columns names must
be <code>obs</code> for observations and <code>time</code> for the associated date of
 each observation.</dd> <dt>u.range</dt>
<dd>A numeric vector of length 2. Specify the range of
 threshold for which the Extremal Index is estimated.</dd> <dt>tim.cond</dt>
<dd>A time condition to ensure independence between
 events. Should be in the same unit that <code>data[,"time"]</code>.</dd> <dt>n.u</dt>
<dd>Numeric. The number of thresholds at which the Extremal
 Index is estimated.</dd> <dt>xlab, ylab</dt>
<dd>Optional character strings to label the x and y
 axis.</dd> <dt>...</dt>
<dd>Optional options to be passed to the <code><a href="/link/plot?package=POT&version=1.1-11" data-mini-rdoc="POT::plot">plot</a></code>
 function.</dd>
 
</dl>

Arguments

Author

Extremal Index Plot — Clusters

<dl>

 <dt>data</dt>
<dd>A matrix/data.frame with two columns. Columns names must
be <code>obs</code> for observations and <code>time</code> for the associated date of
 each observation.</dd>

 <dt>u.range</dt>
<dd>A numeric vector of length 2. Specify the range of
 threshold for which the Extremal Index is estimated.</dd>

 <dt>tim.cond</dt>
<dd>A time condition to ensure independence between
 events. Should be in the same unit that <code>data[,"time"]</code>.</dd>

 <dt>n.u</dt>
<dd>Numeric. The number of thresholds at which the Extremal
 Index is estimated.</dd>

 <dt>xlab, ylab</dt>
<dd>Optional character strings to label the x and y
 axis.</dd>

 <dt>...</dt>
<dd>Optional options to be passed to the <code><a href='https://rdrr.io/r/graphics/plot.default.html'>plot</a></code>
 function.</dd>
 
</dl>

Clusters: Extremal Index Plot

Description

Usage

Value

Arguments

Author

See Also