# hill: Hill's estimator In flood: Statistical Methods for the (Regional) Analysis of Flood Frequency

## Description

Estimation of heavy tails with Hill's estimator

## Usage

 `1` ```hill(x, k) ```

## Arguments

 `x` Vector or matrix of observations `k` Number of relative excesses involved in the estimation of the extreme value index gamma. If `k` is missing, it will be set to k=floor(2*n^(2/3)), where n is the sample length of the vector `x` after removing missing values k=floor(2*n^(2/3)/d^(1/3)), where d is the number of columns of the matrix `x` and n the length of each column after removing missing values.

## Value

Hill's estimator for each sample.

## Examples

 ``` 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)) ```

flood documentation built on May 2, 2019, 4:04 p.m.