Computes mean of sample exceedances over a range of thresholds or for a pre-specified number of largest order statistics, and returns a plot with 95% Wald-based confidence intervals as a function of either the threshold or the number of exceedances. The main purpose is the plotting method, which generates the so-called mean residual life plot. The latter should be approximately linear over the threshold for a generalized Pareto distribution
Arguments
- xdat
- vector of sample observations 
- thresh
- vector of thresholds 
- kmin
- integer giving the minimum number of exceedances; ignored if - threshis provided. Default to 10
- kmax
- integer giving the maximum number of exceedances; ignored if - threshis provided. Default to sample size.
- plot
- logical; if - TRUE, call the plot method
- level
- double giving the level of confidence intervals for the plot, default to 0.95 
- xlab
- string indicating whether to use thresholds ( - thresh) or number of largest order statistics (- nexc) for the x-axis
- type
- string whether to plot pointwise confidence intervals using segments ( - "ptwise") or using dashed lines (- "band")
- ...
- additional arguments, currently ignored 
Value
an invisible list with mean sample exceedances and standard deviation, number of exceedances, threshold

