Class ExtremalIndexByClusterSizeReciprocal

    • Constructor Detail

      • ExtremalIndexByClusterSizeReciprocal

        public ExtremalIndexByClusterSizeReciprocal​(double threshold)
      • ExtremalIndexByClusterSizeReciprocal

        public ExtremalIndexByClusterSizeReciprocal​(double threshold,
                                                    int intervalLength)
        Create an instance with the given threshold and clustering interval length.
        Parameters:
        threshold - the threshold value
        intervalLength - the clustering interval length
    • Method Detail

      • value

        public double value​(double[] observations)
        Description copied from interface: ExtremalIndexEstimation
        Estimate the extremal index with the given observations from a distribution.
        Specified by:
        value in interface ExtremalIndexEstimation
        Parameters:
        observations - the observations
        Returns:
        the estimated extremal index \(\theta\)