Package dev.nm.stat.evt.exi
Class ExtremalIndexByClusterSizeReciprocal
- java.lang.Object
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- dev.nm.stat.evt.exi.ExtremalIndexByClusterSizeReciprocal
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- All Implemented Interfaces:
ExtremalIndexEstimation
public class ExtremalIndexByClusterSizeReciprocal extends Object implements ExtremalIndexEstimation
This class estimates the extremal index by the reciprocal of the average cluster size.- See Also:
ClusterAnalyzer
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Constructor Summary
Constructors Constructor Description ExtremalIndexByClusterSizeReciprocal(double threshold)
ExtremalIndexByClusterSizeReciprocal(double threshold, int intervalLength)
Create an instance with the given threshold and clustering interval length.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
value(double[] observations)
Estimate the extremal index with the given observations from a distribution.
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Constructor Detail
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ExtremalIndexByClusterSizeReciprocal
public ExtremalIndexByClusterSizeReciprocal(double threshold)
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ExtremalIndexByClusterSizeReciprocal
public ExtremalIndexByClusterSizeReciprocal(double threshold, int intervalLength)
Create an instance with the given threshold and clustering interval length.- Parameters:
threshold
- the threshold valueintervalLength
- the clustering interval length
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Method Detail
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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 interfaceExtremalIndexEstimation
- Parameters:
observations
- the observations- Returns:
- the estimated extremal index \(\theta\)
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