extremal.index.runs {envoutliers}

Extremal index estimation (Smith and Weissman, 1994) - Only intended for developer use

Description

Estimation of an extremal index using the runs estimator suggested in (Smith and Weissman, 1994). The function is called by KRDetect.outliers.EV and is not intended for use by regular users of the package.

Usage

extremal.index.runs(x, u, r)

Arguments

x

a numeric vector of observations.

u

a numeric value giving threshold.

r

a positive integer giving the value of runs parameter (Smith and Weissman, 1994).

Details

This function computes the runs estimate of extremal index suggested in (Smith and Weissman, 1994). 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

Smith, RL, Weissman, I (1994). Estimating the Extremal Index. Journal of the Royal Statistical Society, Series B, 56, 515-529.