Description Usage Arguments Value Examples
Estimation of the positive extreme value index (EVI) based on multiple local Hill estimators. We assume heavytail homogeneity, i.e., all local EVI's are the same.
1 
x 
Vector or matrix of observations 
k 
Number of relative excesses involved in the estimation of the extreme value
index gamma. If

k.qu 
Tuning parameter for estimation of empirical variance; only needed if 
type 
Choose either 
alpha 
Confidence level for confidence interval. 
ci 
Either 
List of
est
a weighted average of local Hill estimates.
Sigma
an estimate of the corresponding variance matrix.
CI
a confidence interval.
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