# Estimation of the Extremal Index

## Documentation for package ‘exdex’ version 1.0.1

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

exdex-package | exdex: Estimation of the Extremal Index
all_max_rcpp | Sliding and disjoint block maxima
choose_b | Block length diagnostic for the semiparametric maxima estimator
choose_uk | Threshold u and runs parameter K diagnostic for the K-gaps estimator
coef.iwls | Extract Model Coefficients from an '"iwls"' object
coef.kgaps | Extract Model Coefficients from a '"kgaps"' object
coef.spm | Extract Model Coefficients from an '"spm"' object
confint.kgaps | Confidence intervals for the extremal index theta
confint.spm | Confidence intervals for the extremal index theta
exdex | exdex: Estimation of the Extremal Index
iwls | Iterated weighted least squares estimation of the extremal index
kgaps | Maximum likelihood estimation for the K-gaps model
kgaps_imt | Information matrix test under the K-gaps model
kgaps_stat | Sufficient statistics for the K-gaps model
newlyn | Newlyn sea surges
nobs.iwls | Extract the Number of Observations from an '"iwls"' object
nobs.kgaps | Extract the Number of Observations from a '"kgaps"' object
nobs.spm | Extract the Number of Observations from an '"spm"' object
plot.choose_b | Plot block length diagnostic for the semiparametric maxima estimator
plot.choose_uk | Plot Threshold u and runs parameter K diagnostic for the K-gaps estimator
plot.confint_spm | Plot diagnostics for a confint_spm object
print.confint_spm | Print method for a confint_spm object
print.iwls | Print method for an '"iwls"' object
print.kgaps | Print method for a '"kgaps"' object
print.spm | Print method for an '"spm"' object
print.summary.kgaps | Print method for objects of class '"summary.kgaps"'
print.summary.spm | Print method for objects of class '"summary.spm"'
sp500 | Daily log returns of the Standard and Poor (S&P) 500 index
spm | Semiparametric maxima estimator of the extremal index
summary.kgaps | Summary method for a '"kgaps"' object
summary.spm | Summary method for an '"spm"' object
vcov.kgaps | Calculate Variance-Covariance Matrix for a '"kgaps"' object
vcov.spm | Calculate Variance-Covariance Matrix for an '"spm"' object