extremal.index.Kgaps: Extremal index estimation (Suveges and Davison, 2010) - Only...
In envoutliers: Methods for Identification of Outliers in Environmental Data
Description
Usage
Arguments
Details
Value
References
Description
Estimation of an extremal index using the K-gaps estimator suggested in (Suveges and Davison, 2010).
The function is called by KRDetect.outliers.EV and is not intended for use by regular users of the package.
Usage
1
extremal.index.Kgaps(x, u, K)
Arguments
x
a numeric vector of observations.
u
a numeric value giving threshold.
K
a nonnegative integer giving the value of K parameter (Suveges and Davison, 2010).
Details
This function computes the K-gaps estimate of extremal index suggested in (Suveges and Davison, 2010).
The function is exported for developer use only. It does not perform any checks on inputs since it is only convenience function used within KRDetect.outliers.EV.
Value
a numeric value of an extremal index estimate
References
Suveges, M, Davison, AC (2010). Model Misspecification in Peaks Over Threshold Analysis. The Annals of Applied Statistics, 4(1), 203-221.
envoutliers documentation built on July 2, 2020, 3:25 a.m.
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Description Usage Arguments Details Value References
Description
Estimation of an extremal index using the K-gaps estimator suggested in (Suveges and Davison, 2010).
The function is called by KRDetect.outliers.EV and is not intended for use by regular users of the package.
Usage
1 | extremal.index.Kgaps(x, u, K)
|
Arguments
x |
a numeric vector of observations. |
u |
a numeric value giving threshold. |
K |
a nonnegative integer giving the value of K parameter (Suveges and Davison, 2010). |
Details
This function computes the K-gaps estimate of extremal index suggested in (Suveges and Davison, 2010).
The function is exported for developer use only. It does not perform any checks on inputs since it is only convenience function used within KRDetect.outliers.EV.
Value
a numeric value of an extremal index estimate
References
Suveges, M, Davison, AC (2010). Model Misspecification in Peaks Over Threshold Analysis. The Annals of Applied Statistics, 4(1), 203-221.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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