Package dev.nm.stat.evt.exi
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Interface Summary Interface Description ExtremalIndexEstimation The extremal index \(\theta \in [0,1]\) characterizes the degree of local dependence in the extremes of a stationary time series. -
Class Summary Class Description ExtremalIndexByClusterSizeReciprocal This class estimates the extremal index by the reciprocal of the average cluster size.ExtremalIndexByFerroSeegers This class estimates the extremal index from observations by the algorithm proposed by Ferro and Seegers.