"spm" objectcoef method for class c("spm", "exdex").
# S3 method for spm
coef(object, maxima = c("sliding", "disjoint"),
estimator = "all", constrain = FALSE, ...)and object of class c("spm", "exdex") returned from
spm.
A character scalar specifying whether to return the estimate of the extremal index \(\theta\) based on sliding maxima or on disjoint maxima.
A character vector specifying which of the three variants
of the semiparametric maxima estimator to use: "N2015", "BB2018"
or "BB2018b". See spm for details.
If estimator = "all" then all three estimates are returned.
A logical scalar. If constrain = TRUE then
any estimates that are greater than 1 are set to 1,
that is, they are constrained to lie in (0, 1]. Otherwise,
estimates that are greater than 1 may be obtained.
Further arguments. None are used.
A numeric scalar (or a vector of length 2 if
estimator = "both"): the required estimate(s) of the extremal index
\(\theta\).
Northrop, P. J. (2015) An efficient semiparametric maxima estimator of the extremal index. Extremes 18(4), 585-603. https://doi.org/10.1007/s10687-015-0221-5
Berghaus, B., Bucher, A. (2018) Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Ann. Statist. 46(5), 2307-2335. https://doi.org/10.1214/17-AOS1621