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correcting names hillestimator
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josemanuel22 committed Sep 22, 2024
1 parent 8cdceac commit 34ef490
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion src/stats.jl
Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,7 @@ function returnlevels(gev::GeneralizedExtremeValue, mmin::Real, mmax::Real; nlev
δt, ms
end


"""
meanexcess(xs, k)
Expand All @@ -38,7 +39,7 @@ meanexcess(xs::AbstractVector, k::Int) = meanexcess(xs, [k])[1]

function meanexcess(xs::AbstractVector, ks::AbstractVector{Int})
ys = sort(xs, rev=true)
[mean(log.(ys[1:(k - 1)])) - log(ys[k]) for k in ks]
[mean(log.(ys[1:k-1])) - log(ys[k]) for k in ks]
end

"""
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