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SpatialExtremes (version 1.5-0)

Modelling Spatial Extremes

Description

This package proposes several approaches for spatial extremes modelling.

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Version

Install

install.packages('SpatialExtremes')

Monthly Downloads

486

Version

1.5-0

License

GPL (>= 2)

Maintainer

Mathieu Ribatet

Last Published

December 30th, 2009

Functions in SpatialExtremes (1.5-0)

madogram

Computes madograms
modeldef

Define a model for the spatial behaviour of the GEV parameters
fitcovariance

Estimates the covariance function for the Schlather's model
logLik

Extracts Log-Likelihood
SpatialExtremes

Analysis of Spatial Extremes
lsmaxstab

Estimates the spatial dependence parameter of a max-stable process by minimizing least squares.
anova

Anova Tables
gev2frech

Transforms GEV data to unit Frechet ones and vice versa
print.pspline

Printing objects of class ``pspline''
rb

Creates a model using penalized smoothing splines
predict.spatgev

Prediction of the GEV parameters
covariance

Defines and computes covariance functions
predict.maxstab

Prediction of the max-stable marginal parameters
TIC

Takeuchi's information criterion
fmadogram

Computes the F-madogram
fitspatgev

MLE for a spatial GEV model
print.maxstab

Printing objects of class ``maxstab''
Generalized Pareto Distribution

The Generalized Pareto Distribution
rgp

Gaussian Random Fields Simulation
Internal functions and methods

Internal functions and methods for the maxstable package.
cv

Estimates the penalty coefficient from the cross-validation criterion
Generalized Extreme Value Distribution

The Generalized Extreme Value Distribution
distance

Computes distance between pairs of locations
extcoeff

Plots the extremal coefficient
fitextcoeff

Non parametric estimators of the extremal coefficient function
profile2d

Method for profiling (in 2d) fitted max-stable objects
margin fits

Fits univariate extreme value distributions to data
lmadogram

Computes the lambda-madogram
condmap

Produces a conditional 2D map from a fitted max-stable process
fitmaxstab

Fits a max-stable process to data
print.spatgev

Printing objects of class ''spatgev''
fitcovmat

Estimates the covariance matrix for the Smith's model
profile

Method for profiling fitted max-stable objects
gcv

Estimates the penalty coefficient from the generalized cross-validation criterion
rmaxstab

Simulation of Max-Stable Random Fields
rbpspline

Fits a penalized spline with radial basis functions to data
predict.pspline

Prediction of smoothing spline with radial basis functions
vdc

Van der Corput Sequence
qqgev

QQ-plot for the GEV parameters
qqextcoeff

QQ-plot for the extremal coefficient
map

Produces a 2D map from a fitted max-stable process