R: Estimation of the Extremal Index

# Estimation of the Extremal Index

## Documentation for package ‘exdex’ version 1.2.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

exdex-package | exdex: Estimation of the Extremal Index
all_max_rcpp | Sliding and disjoint block maxima
cheeseboro | Cheeseboro hourly maximum wind gusts
choose_b | Block length diagnostic for the semiparametric maxima estimator
choose_ud | Threshold u and runs parameter D diagnostic for the D-gaps estimator
choose_uk | Threshold u and runs parameter K diagnostic for the K-gaps estimator
coef.dgaps | Methods for objects of class '"dgaps"'
coef.iwls | Methods for objects of class '"iwls"'
coef.kgaps | Methods for objects of class '"kgaps"'
coef.spm | Methods for objects of class '"spm"'
confint.dgaps | Confidence intervals for the extremal index theta for '"dgaps"' objects
confint.kgaps | Confidence intervals for the extremal index theta for '"kgaps"' objects
confint.spm | Confidence intervals for the extremal index theta for '"spm"' objects
dgaps | Maximum likelihood estimation using left-censored inter-exceedances times
dgaps_confint | Confidence intervals for the extremal index theta for '"dgaps"' objects
dgaps_imt | Information matrix test under the D-gaps model
dgaps_imt_stat | Statistics for the D-gaps information matrix test
dgaps_methods | Methods for objects of class '"dgaps"'
dgaps_stat | Sufficient statistics for the left-censored inter-exceedances time model
exdex | exdex: Estimation of the Extremal Index
iwls | Iterated weighted least squares estimation of the extremal index
iwls_methods | Methods for objects of class '"iwls"'
kgaps | Maximum likelihood estimation for the K-gaps model
kgaps_confint | Confidence intervals for the extremal index theta for '"kgaps"' objects
kgaps_imt | Information matrix test under the K-gaps model
kgaps_imt_stat | Statistics for the information matrix test
kgaps_methods | Methods for objects of class '"kgaps"'
kgaps_stat | Sufficient statistics for the K-gaps model
logLik.dgaps | Methods for objects of class '"dgaps"'
logLik.kgaps | Methods for objects of class '"kgaps"'
newlyn | Newlyn sea surges
nobs.dgaps | Methods for objects of class '"dgaps"'
nobs.iwls | Methods for objects of class '"iwls"'
nobs.kgaps | Methods for objects of class '"kgaps"'
nobs.spm | Methods for objects of class '"spm"'
plot.choose_b | Plot block length diagnostic for the semiparametric maxima estimator
plot.choose_ud | Plot threshold u and runs parameter D diagnostic for the D-gaps estimator
plot.choose_uk | Plot threshold u and runs parameter K diagnostic for the K-gaps estimator
plot.confint_dgaps | Confidence intervals for the extremal index theta for '"dgaps"' objects
plot.confint_kgaps | Confidence intervals for the extremal index theta for '"kgaps"' objects
plot.confint_spm | Confidence intervals for the extremal index theta for '"spm"' objects
print.confint_dgaps | Confidence intervals for the extremal index theta for '"dgaps"' objects
print.confint_kgaps | Confidence intervals for the extremal index theta for '"kgaps"' objects
print.confint_spm | Confidence intervals for the extremal index theta for '"spm"' objects
print.dgaps | Methods for objects of class '"dgaps"'
print.iwls | Methods for objects of class '"iwls"'
print.kgaps | Methods for objects of class '"kgaps"'
print.spm | Methods for objects of class '"spm"'
print.summary.dgaps | Methods for objects of class '"dgaps"'
print.summary.kgaps | Methods for objects of class '"kgaps"'
print.summary.spm | Methods for objects of class '"spm"'
sp500 | Daily log returns of the Standard and Poor (S&P) 500 index
split_by_NAs | Divides data into parts that contain no missing values
spm | Semiparametric maxima estimator of the extremal index
spm_confint | Confidence intervals for the extremal index theta for '"spm"' objects
spm_methods | Methods for objects of class '"spm"'
summary.dgaps | Methods for objects of class '"dgaps"'
summary.kgaps | Methods for objects of class '"kgaps"'
summary.spm | Methods for objects of class '"spm"'
uccle | Uccle maximum daily temperatures
uccle720 | 20th century Uccle maximum daily temperatures in July - data frame
uccle720m | 20th century Uccle maximum daily temperatures in July - matrix
vcov.dgaps | Methods for objects of class '"dgaps"'
vcov.kgaps | Methods for objects of class '"kgaps"'
vcov.spm | Methods for objects of class '"spm"'