Package 'extRemes' - What are R and CRAN?

18 decluster
which.cols
which.plot
method
clusterfun
groups
r
replace.with
numeric of length one or two. The first component tells which column is the one
to decluster, and the second component tells which, if any, column is to serve as
groups.
character string naming the type of plot to make.
character string naming the declustering method to employ.
character string naming a function to be applied to the clusters (the returned
value is used). Typically, for extreme value analysis (EVA), this will be the
cluster maximum (default), but other options are ok as long as they return a
single number.
numeric of length x giving natural groupings that should be considered as separate
clusters. For example, suppose data cover only summer months across
several years. It would probably not make sense to decluster the data across
years (i.e., a new cluster should be defined if they occur in different years).
integer run length stating how many threshold deficits should be used to define
a new cluster.
number, NaN, Inf, -Inf, or NA. What should the remaining values in the cluster
be replaced with? The default replaces them with threshold, which for most
EVA purposes is ideal.
na.action function to be called to handle missing values.
xlab, ylab, main, col
optioal arguments to the plot function. If not used, then reasonable default
values are used.
... optional arguments to decluster.runs or clusterfun.
plot: optional arguments to plot.
Not used by print.
Details
Runs declustering (see Coles, 2001 sec. 5.3.2): Extremes separated by fewer than r non-extremes
belong to the same cluster.
Intervals declustering (Ferro and Segers, 2003): Extremes separated by fewer than r non-extremes
belong to the same cluster, where r is the nc-th largest interexceedance time and nc, the number of
clusters, is estimated from the extremal index, theta, and the times between extremes. Setting theta
= 1 causes each extreme to form a separate cluster.
The print statement will report the resulting extremal index estimate based on either the runs or
intervals estimate depending on the method argument as well as the number of clusters and run
length. For runs declustering, the run length is the same as the argument given by the user, and for
intervals method, it is an estimated run length for the resulting declustered data. Note that if the
declustered data are independent, the extremal index should be close to one (if not equal to 1).
Value
A numeric vector of class “declustered” is returned with various attributes including:
call
the function call.