HiDimMaxStable (version 0.1.1)

maxblocks: Computes the normalized componentwise maxima with their occurrences for several blocks

Description

Splits up the data into blocks and computes the normalized componentwise maxima with their occurrences for each block

Usage

maxblocks(y,n.blocks=50)

Arguments

y

a matrix representing the data.

n.blocks

the numbers of blocks.

Value

returns a list l including:

l$normalized.max

the normalized maxima (divided by the number of observation in a block

l$classes.max

the partitions that gives which componentwise maxima occur simultaneously

Examples

raw.data<-rCMS(copulas=c(copClayton,copGumbel),
               margins=c(marginLnorm,marginFrechet),
               classes=c(rep(1,10),rep(2,10)),
               params=c(0.5,1,1.5,1.7),n=1000)
data<-maxblocks(raw.data,n.blocks=20)