extremal.index.gomes {envoutliers}

Extremal index estimation (Gomes, 1993) - Only intended for developer use

Description

Estimation of an extremal index using the block maxima approach suggested by (Gomes, 1993). The function is called by KRDetect.outliers.EV and is not intended for use by regular users of the package.

Usage

extremal.index.gomes(x, block.length)

Arguments

x

a numeric vector of observations.

block.length

a numeric value giving the length of blocks.

Details

This function computes the estimate of extremal index suggested by (Gomes, 1993). The function is exported for developer use only. It does not perform any checks on inputs since it is only convenience function used within KRDetect.outliers.EV.

Value

A numeric value of an extremal index estimate

References

Gomes M (1993). On the estimation of parameter of rare events in environmental time series. In Statistics for the Environment, volume 2 of Water Related Issues, pp. 225-241. Wiley.

Heffernan JE, Stephenson AG (2016). ismev: An Introduction to Statistical Modeling of Extreme Values. R package version 1.41, URL http://CRAN.R-project.org/package=ismev.