Extremal t {RandomFields}

R Documentation

Extremal t process

Description

RPopitz defines an extremal t process.

Usage

RPopitz(phi, xi, mu, s, alpha)

Arguments

phi	an RMmodel; covariance model for a standardized Gaussian random field, or the field itself.
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 \alpha-Frechet marginal distribution, see the original literature for details.

Details

The argument xi is always a number, i.e. \xi is constant in space. In contrast, \mu and s might be constant numerical values or (in future!) be given by an RMmodel, in particular by an RMtrend model.
For xi=0, the default values of mu and s are 0 and 1, respectively. For xi\not=0, the default values of mu and s are 1 and |\xi|, respectively, so that it defaults to the standard Frechet case if \xi > 0.

Author(s)

Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/

References

• 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.

See Also

RMmodel, RPgauss, maxstable, maxstableAdvanced.

Examples

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