Description Usage Arguments Details Value Author(s) References Examples
This function computes the mode mass function.
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Y |
data frame from which the estimate is to be computed; first column corresponds to time and the second to the variable of interest. |
thresholds |
values used to threshold the data |
nu |
concentration parameter of beta kernel used to smooth mode mass function. |
... |
further arguments for |
The scedasis functions on which the mode mass function is based are
computed using the default "nrd0"
option for bandwidth.
c |
scedasis density estimators. |
k |
number of exceedances above the threshold. |
w |
standardized indices of exceedances. |
Y |
raw data. |
The plot
method depicts the smooth mode mass function along
with the smooth scedasis densities.
Miguel de Carvalho
Rubio, R., de Carvalho, M., and Huser, R. (2018) Similarity-Based Clustering of Extreme Losses from the London Stock Exchange. Submitted.
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