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#############################################################################
# Copyright (c) 2014 Mathieu Ribatet
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the
# Free Software Foundation, Inc.,
# 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA
#
#############################################################################
fitexi <- function(data, threshold){
if (any(is.na(data))){
warning("NA's are not allowed in object ``data''.\nReplacing them by the threshold !!!")
data[is.na(data)] <- threshold
}
idx <- which(data > threshold)
nat <- length(idx)
interTim <- diff(idx)
if (max(interTim) == 1)
exi <- 0
else{
if (max(interTim) <= 2){
exi <- 2 * sum(interTim - 1)^2 / (nat - 1) /
sum((interTim - 1) * (interTim - 2))
exi <- min(1, exi)
}
else{
exi <- 2 * sum(interTim)^2 / (nat - 1) /
sum(interTim^2)
exi <- min(1, exi)
}
}
myC <- floor(exi * nat) + 1
sortInterTim <- sort(interTim, decreasing = TRUE)
if (myC <= length(interTim))
TC <- sortInterTim[myC]
else
TC <- max(interTim)
return(list(exi = exi, tim.cond = TC))
}
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