Description Usage Arguments Details Value See Also
Calculates the maxima of disjoint blocks of b
contiguous values in
the vector x
.
1 | disjoint_maxima(x, b = 1)
|
x |
A numeric vector of raw observations. |
b |
A numeric scalar. The block size. |
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.
A list containing
y
: the sliding block maxima.
x
: the subset of the input x
that contributes
to the values in y
.
spm_mle
for semiparametric estimation of the
extremal index based on block maxima.
sliding_maxima
for the calculation of the maxima
over sliding blocks.
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