Description Usage Arguments Value Examples
Estimation of heavy tails with Hill's estimator
1  hill(x, k)

x 
Vector or matrix of observations 
k 
Number of relative excesses involved in the estimation of the extreme value
index gamma. If

Hill's estimator for each sample.
1 2 3 4 5 6 7 8 9 10  library("evd")
x1 < rgev(100, loc = 2, scale = 1, shape=0.4)
hill(x1, k=20)
x2 < rgev(100, loc = 2, scale = 1, shape=0.5)
hill(cbind(x1, x2), k = c(20, 25))
x2[c(4,8,39)] < NA
hill(cbind(x1, x2), k=c(20, 25))
# if leaving out k, it will be set to floor(2*n^(2/3)/d^(1/3)) = c(34,33):
hill(cbind(x1, x2)) # is the same as:
hill(cbind(x1, x2), k=c(34,33))

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