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ExtremalDep (version 1.0.0)

PAMfmado: Clustering of maxima

Description

Performs clustering of time series of maxima using the pam algorithm tailored for the F-madogram distance.

Usage

PAMfmado(x, K, J = 0, threshold = 0.99, max.min = 0)

Value

An object of class "pam" representing the clustering. See pam.object for details.

Arguments

x

A matrix of maxima. For example, for weekly maxima of precipitation, the number of stations is ncol(x) and the time series length is nrow(x).

K

Number of clusters.

J

Number of resamplings for which the stations are randomly moved to break the dependence. By default, J = 0 means no resampling.

threshold

Quantile level used for the resampling threshold. The corresponding quantile is printed (when J is not 0).

max.min

A lower threshold to remove very small values. For example, some rain gauges cannot go below 2 mm. Default is 0.

Author

Philippe Naveau

References

Bernard, E., Naveau, P., Vrac, M. and Mestre, O. (2013). Clustering of maxima: Spatial dependencies among heavy rainfall in France. Journal of Climate 26, 7929--7937.

Naveau, P., Guillou, A., Cooley, D. and Diebolt, J. (2009). Modeling pairwise dependence of maxima in space. Biometrika 96(1).

Cooley, D., Naveau, P. and Poncet, P. (2006). Variograms for spatial max-stable random fields. In: Bertail, P., Soulier, P., Doukhan, P. (eds) Dependence in Probability and Statistics. Lecture Notes in Statistics, vol 187. Springer, New York, NY.

Reynolds, A., Richards, G., de la Iglesia, B. and Rayward-Smith, V. (1992). Clustering rules: A comparison of partitioning and hierarchical clustering algorithms. Journal of Mathematical Modelling and Algorithms 5, 475--504.

See Also

Examples

Run this code
data(PrecipFrance)
PAMmado <- PAMfmado(PrecipFrance$precip, 7)

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