exdex: Estimation of the Extremal Index v1.1.1

exdex 1.1.1

New features

• The functions kgaps(), kgaps_imt() and choose_uk() can now accept a data argument that
  • is a matrix of independent subsets of data, such as monthly or seasonal time series from different years
  • contains missing values, that is, NAs
• A new dataset cheeseboro is included, which is a matrix containing some missing values.
• In addition to kgaps(), the functions kgaps_imt() and choose_uk() now have an extra argument inc_cens, which allows contributions from censored K-gaps to be included in the log-likelihood for the extremal index.
• The default value of inc_cens in kgaps() (and in kgaps_imt() and choose_uk()) and is now inc_cens = TRUE.

Bug fixes and minor improvements

• Plot and print methods have been added for objects of class "confint_gaps" returned from confint.kgaps().
• In confint.spm() and confint.kgaps() the input confidence level is included in the output object.