| RMschlather {RandomFields} | R Documentation |
RMschlather gives
the tail correlation function of the extremal Gaussian
process, i.e.
C(h) = 1 - \sqrt{ (1-\phi(h)/\phi(0)) / 2 }
where \phi is the covariance of a stationary Gaussian field.
RMschlather(phi, var, scale, Aniso, proj)
phi |
covariance function of class |
var, scale, Aniso, proj |
optional arguments; same meaning for any
|
This model yields the tail correlation function of the field
that is returned by RPschlather.
RMschlather returns an object of class RMmodel.
Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/
RPschlather,
RMmodel,
RFsimulate.
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
## RFoptions(seed=NA) to make them all random again
## This example considers an extremal Gaussian random field
## with Gneiting's correlation function.
## first consider the covariance model and its corresponding tail
## correlation function
model <- RMgneiting()
plot(model, model.tail.corr.fct=RMschlather(model), xlim=c(0, 5))
## the extremal Gaussian field with the above underlying
## correlation function that has the above tail correlation function
x <- seq(0, 10, 0.1)
z <- RFsimulate(RPschlather(model), x)
plot(z)
## Note that in RFsimulate R-P-schlather was called, not R-M-schlather.
## The following lines give a Gaussian random field with correlation
## function equal to the above tail correlation function.
z <- RFsimulate(RMschlather(model), x)
plot(z)