MeanExcess: Mean Excess function and plots
In proto4426/PissoortThesis: Thesis in Extreme Value Theory

Description Usage Arguments Details Value Author(s) References Examples

Computes the mean excess scores e_{k,n} for a numeric vector of data

1	MeanExcess(data, plot = FALSE, k = FALSE)

`data`	numeric vector of extremes
`plot`	specify if we want a plot or not
`k`	specifies if we want the plots as a function of k (=TRUE) or as a function of the order statistics X_{n-k,n} (=FALSE)

Based on the functions provided in http://lstat.kuleuven.be/Wiley/. If plot=T, the mean excess scores are plotted as a function of k If plot=TRUE and k=TRUE then the mean excess scores are plotted as a function of the order statistics X_n-k,n

List containing the values of k, the corresponding order statistics X_{n-k} and the mean excess scores associated e_{k,n}

Antoine Pissoort, antoine.pissoort@student.uclouvain.be

Jan Beirlant, Yuri Goegebeur, Johan Segers, and Jozef Teugels. Statistics of Extremes: Theory and Applications. John Wiley & Sons, March 2006. Section \boldsymbol{1.2.2}