This function calculates parametric estimates of the coefficient of variation with pointwise Wald confidence intervals along with empirical estimates and returns a threshold stability plot.
Usage
tstab.cv(
  xdat,
  thresh,
  method = c("empirical", "mle", "wcv", "cv"),
  nthresh = 10L,
  nsim = 99L,
  plot = TRUE,
  level = 0.95,
  ...
)Arguments
- xdat
- [vector] vector of observations 
- thresh
- [vector] vector of threshold. If missing, set to \(p^k\) for \(k=0\) to \(k=\) - nthresh
- method
- [string], either moment estimator for the (weighted) coefficient of variation ( - wcvand- cv) or maximum likelihood (- mle)
- nthresh
- [integer] number of thresholds, if - threshis not supplied by the user
- nsim
- [integer] number of bootstrap replications 
- plot
- [logical] if - TRUE, returns a plot of the p-value path
- level
- [numeric] probability level for sequential testing procedure 
- ...
- additional parameters, notably for package - boot, for the- typeof confidence intervals.

