disjoint_maxima: Disjoint block maxima

In ConstantinosChr/exdex: Estimation of the Extremal Index

Description

Calculates the maxima of disjoint blocks of b contiguous values in the vector x.

Usage

disjoint_maxima(x, b = 1)

Arguments

x	A numeric vector of raw observations.
b	A numeric scalar. The block size.

Details

If length(x) is not an integer multiple of b then only the first b * floor(n / b) observations in x are used. na.rm = TRUE is passed to max so that blocks containing missing values produce a non-missing result.

disjoint_maxima is used within spm_mle to perform semiparametric estimation of the extremal index based on block maxima.

Value

A list containing

• y : the sliding block maxima.

• x : the subset of the input x that contributes to the values in y.

See Also

spm_mle for semiparametric estimation of the extremal index based on block maxima.

sliding_maxima for the calculation of the maxima over sliding blocks.

ConstantinosChr/exdex documentation built on May 14, 2019, 4:16 p.m.