# Package com.numericalmethod.suanshu.stats.evt.exi

• Interface Summary
Interface Description
ExtremalIndexEstimation
The extremal index $$\theta \in [0,1]$$ characterizes the degree of local dependence in the extremes of a stationary time series.
• Class Summary
Class Description
ExtremalIndexByClusterSizeReciprocal
This class estimates the extremal index by the reciprocal of the average cluster size.
ExtremalIndexByFerroSeegers
This class estimates the extremal index from observations by the algorithm proposed by Ferro and Seegers.