# SpatialExtremes v2.0-7

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## Modelling Spatial Extremes

Tools for the statistical modelling of spatial extremes using max-stable processes, copula or Bayesian hierarchical models. More precisely, this package allows (conditional) simulations from various parametric max-stable models, analysis of the extremal spatial dependence, the fitting of such processes using composite likelihoods or least square (simple max-stable processes only), model checking and selection and prediction. Other approaches (although not completely in agreement with the extreme value theory) are available such as the use of (spatial) copula and Bayesian hierarchical models assuming the so-called conditional assumptions. The latter approaches is handled through an (efficient) Gibbs sampler. Some key references: Davison et al. (2012) <doi:10.1214/11-STS376>, Padoan et al. (2010) <doi:10.1198/jasa.2009.tm08577>, Dombry et al. (2013) <doi:10.1093/biomet/ass067>.

## Functions in SpatialExtremes

 Name Description plot.copula Model checking of a fitted copula based model. latent Bayesian hierarchical models for spatial extremes SpatialExtremes Analysis of Spatial Extremes covariance Defines and computes covariance functions plot.maxstab Model checking of a fitted max-stable model Internal functions and methods Internal functions and methods for the maxstable package. rainfall Summer annual maxima precipitation in Switzerland kriging Simple kriging interpolation madogram Computes madograms map Produces a 2D map from a fitted max-stable process lmadogram Computes the lambda-madogram rb Creates a model using penalized smoothing splines predict Prediction of the marginal parameters for various models cv Estimates the penalty coefficient from the cross-validation criterion profile2d Method for profiling (in 2d) fitted max-stable objects print Printing objects of classes defined in the SpatialExtreme packages distance Computes distance between pairs of locations wind Annual maxima wind gusts in the Netherlands. vdc Van der Corput Sequence profile Method for profiling fitted max-stable objects fitspatgev MLE for a spatial GEV model symbolplot Detecting spatial trends graphically rmaxstab Simulation of Max-Stable Random Fields condrgp Conditional simulation of Gaussian random fields condrmaxlin Conditional simulation of max-linear random fields gev2frech Transforms GEV data to unit Frechet ones and vice versa gcv Estimates the penalty coefficient from the generalized cross-validation criterion modeldef Define a model for the spatial behaviour of the GEV parameters map.latent Two dimensional map from a Bayesian hierarchical model qqgev QQ-plot for the GEV parameters rmaxlin Simulation from max-linear models fmadogram Computes the F-madogram logLik Extracts Log-Likelihood qqextcoeff QQ-plot for the extremal coefficient lsmaxstab Estimates the spatial dependence parameter of a max-stable process by minimizing least squares. rgp Gaussian Random Fields Simulation rbpspline Fits a penalized spline with radial basis functions to data margin fits Fits univariate extreme value distributions to data swiss Map of the Switzerland. rcopula Simulation from copula based models with unit Frechet margins variogram Empirical variogram swissalt Elevation in Switzerland concurrencemap Maps of concurrence probabilities/expected concurrence cell area Generalized Pareto Distribution The Generalized Pareto Distribution extcoeff Plots the extremal coefficient anova Anova Tables condmap Produces a conditional 2D map from a fitted max-stable process DIC Deviance Information Criterion TIC Takeuchi's information criterion fitcopula Fit a copula-based model to spatial extremes Generalized Extreme Value Distribution The Generalized Extreme Value Distribution concprob Pairwise empirical and extremal concurrence probabilities USHCNTemp Summer/Winter annual maxima/minima temperature in continental US. condrmaxstab Conditional simulation of max-stable processes fitcovariance Estimates the covariance function for the Schlather's model fitmaxstab Fits a max-stable process to data fitextcoeff Non parametric estimators of the extremal coefficient function fitcovmat Estimates the covariance matrix for the Smith's model No Results!