Description Usage Arguments Details Value References Examples

`confint`

method for objects of class `c("kgaps", "exdex")`

.
Computes confidence intervals for *θ* based on an object returned
from `kgaps`

. Two types of interval may be returned:
(a) intervals based on approximate large-sample normality of the estimator
of *θ*, which are symmetric about the point estimate,
and (b) likelihood-based intervals.

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`object` |
An object of class |

`parm` |
Specifies which parameter is to be given a confidence interval.
Here there is only one option: the extremal index |

`level` |
The confidence level required. A numeric scalar in (0, 1). |

`interval_type` |
A character scalar: |

`conf_scale` |
A character scalar. If If |

`constrain` |
A logical scalar. If |

`...` |
Further arguments. None are used currently. |

Two type of interval are calculated: (a) an interval based on the
approximate large sample normality of the estimator of *θ*
(if `conf_scale = "theta"`

) or of *logθ*
(if `conf_scale = "log"`

) and (b) a likelihood-based interval,
based on the approximate large sample chi-squared, with 1 degree of
freedom, distribution of the log-likelihood ratio statistic.

A matrix with columns giving the lower and upper confidence limits.
These are labelled as (1 - level)/2 and 1 - (1 - level)/2 in %
(by default 2.5% and 97.5%).
The row names indicate the type of interval:
`norm`

for intervals based on large sample normality and `lik`

for likelihood-based intervals.

Suveges, M. and Davison, A. C. (2010) Model
misspecification in peaks over threshold analysis, *The Annals of
Applied Statistics*, **4**(1), 203-221.
https://doi.org/10.1214/09-AOAS292

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