Estimation of an extremal index using the Intervals estimator suggested in (Ferro and Segers, 2003).
The function is called by
KRDetect.outliers.EV and is not intended for use by regular users of the package.
a numeric vector of observations.
a numeric value giving threshold
This function computes the estimate of extremal index suggested in (Ferro and Segers, 2003).
The function is exported for developer use only. It does not perform any checks on inputs since it is only convenience function used within
a numeric value of an extremal index estimate
Ferro, CAT, Segers, J (2003). Inference for Cluster of Extreme Values. Journal of Royal Statistical Society, Series B, 65(2), 545-556.
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