SpatialExtremes (version 1.3-0)

rmaxstab: Simulation of Max-Stable Random Fields

Description

This functions generates realisation from a max-stable random field.

Usage

rmaxstab(n, coord, cov.mod = "gauss", grid = FALSE, ...)

Arguments

n

Integer. The number of observations.

coord

A vector or matrix that gives the coordinates of each location. Each row corresponds to one location - if any.

cov.mod

A character string that gives the max-stable model. This must be one of "gauss" for the Smith model or "whitmat", "cauchy", "powexp" and "bessel" for the Schlather model with the given correlation family.

grid

Logical. Does the coordinates represent grid points?

...

The parameters of the max-stable model. See details.

Value

• A matrix containing observations from the required max-stable model. Each column represents one stations. If grid = TRUE, the function returns an array of dimension nrow(coord) x nrow(coord) x n.

Details

Users must supply the parameters for the max-stable model. For the Schlather model, users should supply the "sill", "range" and "smooth" parameter values. For the Smith model, if coord is univariate you must specify var, otherwise users should supply the covariance parameters i.e. parameters with names such as cov11, cov12, ...

References

Schlather, M. (2002) Models for Stationary Max-Stable Random Fields. Extremes 5:1, 33--44. Smith, R. L. (1990) Max-stable processes and spatial extremes. Unpublished manuscript.

See Also

## 1. Smith's model set.seed(8) x <- seq(0, 10, length = 200) coord <- cbind(x, x) data <- rmaxstab(1, coord, cov11 = 9/8, cov12 = 0, cov22 = 9/8, grid = TRUE) ##We change the margins for visibility filled.contour(x, x, sqrt(data[,,1]))

## 2. Schlather's model coord <- matrix(runif(100, 0, 15), ncol = 2) data <- rmaxstab(100, coord, cov.mod = "whitmat", sill = 1, range = 10, smooth = 1)

distribution