disjoint_maxima: Disjoint block maxima

Description Usage Arguments Details Value See Also

Description

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

Usage

1
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

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.