adding hillestimator #31
Conversation
|
Thank you @josemanuel22 ! Please reduce the diff to a minimum so that we can review the changes related to the added functionality. |
|
@juliohm Done! Sorry for the mess, I accidentally formatted some files. |
|
@josemanuel22 can you please use the same variable names of other functions and add tests? I can then review carefully what the function is trying to do. |
src/ExtremeStats.jl
Outdated
| @@ -28,5 +28,5 @@ export | |||
| # statistics | |||
| returnlevels, | |||
| meanexcess | |||
|
|
|||
| hill_estimator | |||
There was a problem hiding this comment.
this is not exported correctly, and the name doesn't have underscore
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #31 +/- ##
==========================================
- Coverage 86.23% 81.89% -4.35%
==========================================
Files 7 7
Lines 109 116 +7
==========================================
+ Hits 94 95 +1
- Misses 15 21 +6 ☔ View full report in Codecov by Sentry. |
| sorted_xs = sort(xs, rev=true) | ||
|
|
||
| if k >= length(sorted_xs) | ||
| error("k must be smaller than the number of data points") | ||
| end | ||
|
|
||
| sum_log_ratios = sum(log(sorted_xs[i]) - log(sorted_xs[k+1]) for i in 1:k) | ||
| hill_estimate = sum_log_ratios / k | ||
|
|
||
| return hill_estimate |
There was a problem hiding this comment.
This is still using underscore in variable names and 4 whitespaces for indentation.
fixing issue #29