exi.intervals

Logical vector indicating which positions correspond to extreme values.

Evaluates the intervals estimator for the extremal index.

misc

Uses Stuart Coles' (Coles, Stewart, "An introduction to
        statistical modeling of extreme values", Springer-Verlag,
        London 2001) S-plus functions as ported to the R programming
        language (ismev) by Alec Stephenson
        (http://www.maths.lancs.ac.uk/~stephena/).  This toolkit
        provides a Graphical User Interface (GUI) to ismev for
        pedagogical purposes.

Eric Gilleland

extRemes

Extreme value toolkit.

exi.intervals function

The estimator is not constrained to lie in [0,1] and a default value of 1 is
returned if there are fewer than two extreme values.

exi.intervals: Extremal index estimator

Description

Usage

Arguments

Value

Warning

References

See Also

Examples