exiplot: Extremal Index Plot

In POT: Generalized Pareto Distribution and Peaks Over Threshold

Extremal Index Plot

Description

Plot estimates of the Extremal Index

Usage

exiplot(data, u.range, tim.cond = 1, n.u = 50, xlab, ylab, ...)

Arguments

data	A matrix/data.frame with two columns. Columns names must be obs for observations and time for the associated date of each observation.
u.range	A numeric vector of length 2. Specify the range of threshold for which the Extremal Index is estimated.
tim.cond	A time condition to ensure independence between events. Should be in the same unit that data[,"time"].
n.u	Numeric. The number of thresholds at which the Extremal Index is estimated.
xlab, ylab	Optional character strings to label the x and y axis.
...	Optional options to be passed to the plot function.

Value

Returns invisibly a matrix with two columns. The first one thresh giving the threshold and the second one exi the related Extremal Index estimate.

Author(s)

Mathieu Ribatet

See Also

clust

POT documentation built on April 14, 2022, 3:03 a.m.