Plot estimates of extremal index using the blocks method.
1 2 
data 
data vector (raw values not block maxima). 
block 
the block size. A numeric value is interpreted as
the number of data values in each successive block.
All the data is used, so the last block may not contain

start 
lowest value of K at which to plot a point; K is the number of blocks in which a specified threshold is exceeded 
end 
highest value of K at which to plot a point 
reverse 
whether plot is to be by increasing threshold
( 
auto.scale 
whether or not plot should be automatically
scaled; if not, 
labels 
whether or not axes should be labelled 
... 
other graphics parameters 
A table of results is returned invisibly.
Embrechts, P., Klueppelberg, C., Mikosch, T. (1997). Modelling Extremal Events. Springer. Chapter 8, 413429.
1 2 3 4 5  ## Not run: data(bmw)
## Not run: exindex(bmw, 100)
## Not run: exindex(bmw, 100)
# calculate extremal index for the right and left tails of the BMW
# log returns

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