Clusters {POT}

Extremal Index Plot

Description

Plot estimates of the Extremal Index

Usage

exiplot(data, u.range, tim.cond = 1, n.u = 50, xlab, ylab, ...)

Arguments

data

A matrix/data.frame with two columns. Columns names must be obs for observations and time for the associated date of each observation.

u.range

A numeric vector of length 2. Specify the range of threshold for which the Extremal Index is estimated.

tim.cond

A time condition to ensure independence between events. Should be in the same unit that data[,"time"].

n.u

Numeric. The number of thresholds at which the Extremal Index is estimated.

xlab, ylab

Optional character strings to label the x and y axis.

...

Optional options to be passed to the plot function.

Value

Returns invisibly a matrix with two columns. The first one thresh giving the threshold and the second one exi the related Extremal Index estimate.

Author(s)

Mathieu Ribatet

See Also

clust