Package dev.nm.stat.evt.exi
Class ExtremalIndexByFerroSeegers
- java.lang.Object
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- dev.nm.stat.evt.exi.ExtremalIndexByFerroSeegers
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- All Implemented Interfaces:
ExtremalIndexEstimation
public class ExtremalIndexByFerroSeegers extends Object implements ExtremalIndexEstimation
This class estimates the extremal index from observations by the algorithm proposed by Ferro and Seegers. The R equivalent function isevd::exi
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Constructor Summary
Constructors Constructor Description ExtremalIndexByFerroSeegers(double threshold)
Create an instance with the given threshold.
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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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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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