function[sme,out]=meplot(data,omit)
%Plots sample mean excesses over increasing thresholds
%USAGE:[sme,out]=meplot(data,omit)
%data:Data vector(样本数据)
%omit:Number of largest values to be omitted.Default is 3.(忽略极端值个数)
%out:Increasing thresholds vector for reproducing the plot(x-axis data).
%sme:Sample mean escesses over thresholds for reproducing the plot(y-axis data)
warning off
if nargin==1,
omit=3;
end
out=sort(data);
n=length(out);
for i=1:n;
sme(i)=mean(data(data>out(i)))-out(i);
end
out=out(1:end-omit);
sme=sme(1:end-omit)';
plot(out,sme,'.')
xlabel('Threshold');
ylabel('Mean Excess');
warning on
超额均值函数图及示例.zip_极值理论_超额函数_超额均值函数_超额均值函数图
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2022-09-22
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