newlyn

<p>The vector <code>newlyn</code> contains 2894 maximum sea-surges measured at
Newlyn, Cornwall, UK over the period 1971-1976. The observations are
the maximum hourly sea-surge heights over contiguous 15-hour time
periods.</p>

datasets

Performs frequentist inference for the extremal index of a
stationary time series.  Two types of methodology are used.  One type is
based on a model that relates the distribution of block maxima to the
marginal distribution of series and leads to the semiparametric maxima
estimators described in Northrop (2015) <doi:10.1007/s10687-015-0221-5> and
Berghaus and Bucher (2018) <doi:10.1214/17-AOS1621>.  Sliding block maxima
are used to increase precision of estimation. The other type of methodology
uses a model for the distribution of threshold inter-exceedance times
(Ferro and Segers (2003) <doi:10.1111/1467-9868.00401>). Two
versions of this type of approach are provided, following Suveges (2007)
<doi:10.1007/s10687-007-0034-2> and Suveges and Davison (2010)
<doi:10.1214/09-AOAS292>.

newlyn: Newlyn sea surges

Description

Usage

Arguments

Format

References