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#Com.numericalmethod.suanshu.stats.evt.exi Classes and Interfaces - 3 results found.
| Name | Description | Type | Package | Framework |
| ExtremalIndexByClusterSizeReciprocal | This class estimates the extremal index by the reciprocal of the average cluster size. | Class | com.numericalmethod.suanshu.stats.evt.exi | SuanShu |
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| ExtremalIndexByFerroSeegers | This class estimates the extremal index from observations by the algorithm proposed by Ferro and The R equivalent function is evd::exi. | Class | com.numericalmethod.suanshu.stats.evt.exi | SuanShu |
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| ExtremalIndexEstimation | The extremal index ( heta in [0,1]) characterizes the degree of local dependence in the extremes of a stationary time series. | Interface | com.numericalmethod.suanshu.stats.evt.exi | SuanShu |
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