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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
#
#############################################################################
exiplot <- function(data, u.range, tim.cond = 1, n.u = 50,
xlab, ylab, ...){
if (all(data <= u.range[1]))
stop("No data above u.range[1] !!! Please specify suitable value.")
if (missing(xlab))
xlab <- "Threshold"
if (missing(ylab))
ylab <- "Extremal Index"
if (missing(u.range))
u.range <- c(min(data[,"obs"]), quantile(data[,"obs"], 0.9))
u.range <- seq(u.range[1], u.range[2], length.out = n.u)
exi <- rep(NA, n.u)
for (i in 1:n.u)
exi[i] <- attributes(clust(data, u.range[i], tim.cond = tim.cond))$exi
plot(u.range, exi, xlab = xlab, ylab = ylab, ...)
invisible(cbind(thresh = u.range, exi = exi))
}
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