plot.confint_spm

an object of class <code>c("confint_spm", "exdex")</code>, a result of
a call to <code><a rd-options="" href="/link/confint.spm?package=exdex&version=1.0.1" data-mini-rdoc="exdex::confint.spm">confint.spm</a></code>.

A character vector specifying which of the three variants
of the semiparametric maxima estimator to include in the plot:
<code>"N2015", "BB2018"</code> or <code>"BB2018b"</code>. See <code><a rd-options="" href="/link/spm?package=exdex&version=1.0.1" data-mini-rdoc="exdex::spm">spm</a></code> for
details. If <code>estimator = "all"</code> then all three are included.

estimator

An integer scalar. The legend (if included on the plot)
contains the confidence limits rounded to <code>ndec</code> decimal places.

ndec

Further arguments to be passed to
<code><a rd-options="chandwich" href="/link/plot.confint?package=exdex&version=1.0.1&to=chandwich" data-mini-rdoc="chandwich::plot.confint">plot.confint</a></code>.

<code>plot</code> method for an objects of class <code>c("confint_spm", "exdex")</code>.

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>.

Paul Northrop

exdex

Estimation of the Extremal Index

Constantinos Christodoulides

plot.confint_spm function

See the examples in <code><a rd-options="" href="/link/confint.spm?package=exdex&version=1.0.1" data-mini-rdoc="exdex::confint.spm">confint.spm</a></code>.

Examples

an object of class <code>c("confint_spm", "exdex")</code>, a result of
a call to <code><a rd-options='' href='confint.spm'>confint.spm</a></code>.

A character vector specifying which of the three variants
of the semiparametric maxima estimator to include in the plot:
<code>"N2015", "BB2018"</code> or <code>"BB2018b"</code>. See <code><a rd-options='' href='spm'>spm</a></code> for
details. If <code>estimator = "all"</code> then all three are included.

Further arguments to be passed to
<code><a rd-options='chandwich' href='plot.confint'>plot.confint</a></code>.

plot.confint_spm: Plot diagnostics for a confint_spm object

Description

Usage

Arguments

Value

Examples

See Also