findthresh function

Find Threshold

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

findthresh(data, ne)

Arguments

• data: data vector
• ne: vector giving number of extremes above the threshold

Details

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

Returns

Vector of suitable thresholds.

See Also

hill, gpd, pot

Examples

# Find threshold giving (at least) fifty exceedances for Danish data
data(danish)
findthresh(danish, 50)