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353
2011 Jul 08
1
Extremum index from a sampling time series data
...trying to compute the extremum index from the original series as well as a new series from sampling with replacement . The extremum Index produced from the original data series looks fine but sadly, a strange value of index is given from the sampling. The flow measurements are in range of 0.1 to 35m3/s and are stored in data frame with the codes and results are as follows:
##########################
### Codes ###
attach(data)
# Estimates of extremum index
library(evd)
library(boot)
set.seed(101)
threshold <- 15
ej <- exi(data$flow, u=threshold) ...