to.alpha.2

Performs transformation to make all of the margins follow a Frechet distribution with tail-index alpha = 2.

An implementation of
1) the tail pairwise dependence matrix (TPDM) as described in Jiang & Cooley (2020) <doi:10.1175/JCLI-D-19-0413.1>
2) the extremal pattern index (EPI) as described in Szemkus & Friederichs ('Spatial patterns and indices for heatwave and droughts over Europe using a decomposition of extremal dependency'; submitted to ASCMO 2023).

Svenja Szemkus

ExtrPatt

Spatial Dependencies and Indices for Extremes

Dan Cooley

Yuing Jiang

to.alpha.2 function

<dl><dt>data</dt>
<dd>A t x n dimensional, numeric Data-matrix with t: Number of time steps and n: Number of grid points/stations</dd>
<dt>orig</dt>
<dd>If known: original distribution of data (currently implemented: 'normal' or 'gamma'), else: NULL</dd></dl>

Arguments

Probability integral transformation — to.alpha.2

<dl>

<dt>data</dt>
<dd>A t x n dimensional, numeric Data-matrix with t: Number of time steps and n: Number of grid points/stations</dd>


<dt>orig</dt>
<dd>If known: original distribution of data (currently implemented: 'normal' or 'gamma'), else: NULL</dd>

</dl>

to.alpha.2: Probability integral transformation

Description

Usage

Value

Arguments