Clusters {POT} | R Documentation |
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 |
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 |
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 |
Returns invisibly a matrix with two columns. The first one thresh
giving the threshold and the second one exi
the related Extremal
Index estimate.
Mathieu Ribatet