evir (version 1.7-4)

findthresh: Find Threshold

Description

Finds a threshold so that a given number of extremes lie above.

Usage

findthresh(data, ne)

Arguments

data

data vector

ne

vector giving number of extremes above the threshold

Value

Vector of suitable thresholds.

Details

When the data are tied a threshold is found so that at least the specified number of extremes lie above.

See Also

hill, gpd, pot

Examples

# NOT RUN {
# Find threshold giving (at least) fifty exceedances for Danish data
data(danish)
findthresh(danish, 50) 
# }