Man pages for exdex
Estimation of the Extremal Index

all_max_rcppSliding and disjoint block maxima
cheeseboroCheeseboro hourly maximum wind gusts
choose_bBlock length diagnostic for the semiparametric maxima...
choose_udThreshold u and runs parameter D diagnostic for the D-gaps...
choose_ukThreshold u and runs parameter K diagnostic for the K-gaps...
dgapsMaximum likelihood estimation using left-censored...
dgaps_confintConfidence intervals for the extremal index theta for...
dgaps_imtInformation matrix test under the D-gaps model
dgaps_imt_statStatistics for the D-gaps information matrix test
dgaps_methodsMethods for objects of class '"dgaps"'
dgaps_statSufficient statistics for the left-censored inter-exceedances...
exdexexdex: Estimation of the Extremal Index
exdex-internalInternal exdex functions
iwlsIterated weighted least squares estimation of the extremal...
iwls_methodsMethods for objects of class '"iwls"'
kgapsMaximum likelihood estimation for the K-gaps model
kgaps_confintConfidence intervals for the extremal index theta for...
kgaps_imtInformation matrix test under the K-gaps model
kgaps_imt_statStatistics for the information matrix test
kgaps_methodsMethods for objects of class '"kgaps"'
kgaps_statSufficient statistics for the K-gaps model
newlynNewlyn sea surges
plot.choose_bPlot block length diagnostic for the semiparametric maxima...
plot.choose_udPlot threshold u and runs parameter D diagnostic for the...
plot.choose_ukPlot threshold u and runs parameter K diagnostic for the...
sp500Daily log returns of the Standard and Poor (S&P) 500 index
split_by_NAsDivides data into parts that contain no missing values
spmSemiparametric maxima estimator of the extremal index
spm_confintConfidence intervals for the extremal index theta for '"spm"'...
spm_methodsMethods for objects of class '"spm"'
uccleUccle maximum daily temperatures
uccle72020th century Uccle maximum daily temperatures in July - data...
uccle720m20th century Uccle maximum daily temperatures in July -...
exdex documentation built on April 16, 2022, 9:05 a.m.