qqextcoeff: QQ-plot for the extremal coefficient

Description

This function compares the extremal coefficients estimated from a fitted max-stable process to the ones estimated semi-parametrically.

Usage

qqextcoeff(fitted, estim = "ST", marge = "emp", xlab = "Semi-Empirical",
ylab = "Model", ...)

Arguments

fitted

An object of class maxstab. Most often, this will be the output of fitmaxstab, fitcovmat or

estim,marge

The estim and marge options to be passed to the fitextcoeff function.

xlab,ylab

The x and y-axis labels.

...

Optional arguments to be passed to the plot function.

Value

A QQ-plot.

References

Schlather, M. (2002) Models for Stationary Max-Stable Random Fields. Extremes 5:1, 33--44. Schlather, M. and Tawn, J. A. (2003) A dependence measure for multivariate and spatial extreme values: Properties and inference. Biometrika 90(1):139--156.

Smith, R. L. (1990) Max-stable processes and spatial extremes. Unpublished manuscript.

Examples

Run this code

require(RandomFields)

##Define the coordinate of each location
n.site <- 30
locations <- matrix(runif(2*n.site, 0, 10), ncol = 2)
colnames(locations) <- c("lon", "lat")

##Simulate a max-stable process - with unit Frechet margins
sigma <- matrix(c(100, 25, 25, 220),ncol = 2)
sigma.inv <- solve(sigma)
sqrtCinv <- t(chol(sigma.inv))
model <- list(list(model = "gauss", var = 1, aniso = sqrtCinv / 2))
ms0 <- MaxStableRF(locations[,1], locations[,2], grid=FALSE, model=model,
                   maxstable="Bool", n = 40)
ms0 <- t(ms0)

fitted <- fitmaxstab(ms0, locations, "gauss", fit.marge = FALSE)

qqextcoeff(fitted)