Extremal Index Plot
Plot estimates of the Extremal Index
exiplot(data, u.range, tim.cond = 1, n.u = 50, xlab, ylab, ...)
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 invisibly a matrix with two columns. The first one thresh
giving the threshold and the second one exi
the related Extremal Index estimate.
clust
Mathieu Ribatet