| Extremal t {RandomFields} | R Documentation |
RPopitz defines an extremal t process.
RPopitz(phi, xi, mu, s, alpha)
phi |
an |
xi,mu,s |
the extreme value index, the location parameter and the scale parameter, respectively, of the generalized extreme value distribution. See Details. |
alpha |
originally referred to the α-Frechet marginal distribution, see the original literature for details. |
The argument xi is always a number, i.e. ξ is constant in
space. In contrast, μ and s might be constant
numerical value or given a RMmodel, in particular by a
RMtrend model. The default values of mu and s
are 1 and zξ, respectively.
Martin Schlather, schlather@math.uni-mannheim.de http://ms.math.uni-mannheim.de/de/publications/software
Davison, A.C., Padoan, S., Ribatet, M. (2012). Statistical modelling of spatial extremes. Stat. Science 27, 161-186.
Opitz, T. (2012) A spectral construction of the extremal t process. arxiv 1207.2296.
RMmodel,
RPgauss,
maxstable,
maxstableAdvanced
RFoptions(seed=0, xi=0) ## seed=0: *ANY* simulation will have the random seed 0; set ## RFoptions(seed=NA) to make them all random again ## xi=0: any simulated max-staable random field has extreme value index 0 x <- seq(0, 2, 0.01) model <- RPopitz(RMgauss(), alpha=2) z1 <- RFsimulate(model, x) plot(z1, type="l")