exiplot function

Extremal Index Plot

Extremal Index Plot

Plot estimates of the Extremal Index

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.

Returns

Returns invisibly a matrix with two columns. The first one thresh

giving the threshold and the second one exi the related Extremal Index estimate.

See Also

clust

Author(s)

Mathieu Ribatet