ecEmp {satdad}R Documentation

Empirical Extremal coefficients.

Description

Computes on a sample the extremal coefficients associated with threshold k.

Usage

ecEmp(sample, ind = 2, k, norm = TRUE)

Arguments

sample

A (n times d) matrix.

ind

A character string among "with.singletons" and "all" (without singletons), or an integer in \{2,...,d\} or a list of subsets from \{1,...,d\}. The default is ind = 2, all pairwise coefficients are computed.

k

An integer smaller or equal to n.

norm

A boolean. 'FALSE' (the default): empirical ec is computed. 'TRUE': inverse normalized empirical ec is computed.

Value

The function returns a list of two elements:

Author(s)

Cécile Mercadier (mercadier@math.univ-lyon1.fr)

See Also

ec, ellEmp, graphsEmp

Examples

## We produce below a figure on the dataset used in Mercadier  and Roustant (2019).

data(France)

ec_ymt <- ecEmp(sample = France$ymt, ind = 2, k = 25)

## The 9 largest inverse empirical pairwise extremal coefficients.
 graphsMapEmp(France$ymt, region='france', coord=France$coord, k=25, which="iecgraph", select=9)

## The 30 largest inverse empirical pairwise extremal coefficients.
graphsMapEmp(France$ymt, region='france', coord=France$coord, k=25, which="iecgraph", select=30)

## All the inverse empirical pairwise extremal coefficients.
graphsMapEmp(France$ymt, region='france', coord=France$coord, k=25, which="iecgraph")


[Package satdad version 1.1 Index]