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Plots estimates of the extremal index.
exiplot(data, tlim, r = 1, ulow = -Inf, rlow = 1, add = FALSE, nt = 100, lty = 1, xlab = "Threshold", ylab = "Ext. Index", ylim = c(0,1), ...)
A list with components x and y is invisibly returned. The first component contains the thresholds, the second contains the estimates.
x
y
A numeric vector, which may contain missing values.
A numeric vector of length two, giving the limits for the (time invariant) thresholds at which the estimates are evaluated.
The estimation method. See exi.
exi
Add to an existing plot?
The number of thresholds at which the estimates are evaluated.
Line type.
x and y axis labels.
y axis limits.
Other arguments passed to plot or lines.
plot
lines
The estimates are calculated using the function exi.
clusters, exi
clusters
sdat <- mar(100, psi = 0.5) tlim <- quantile(sdat, probs = c(0.4,0.9)) exiplot(sdat, tlim) exiplot(sdat, tlim, r = 4, add = TRUE, lty = 2) exiplot(sdat, tlim, r = 0, add = TRUE, lty = 4)
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