# 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 | |

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! |

## Vignettes of SpatialExtremes

Name | ||

Figures/Schlather2Sim.png | ||

Figures/Smith2Sim.png | ||

Figures/rmaxstabSmith.png | ||

Figures/tbm.png | ||

SpatialExtremes.sty | ||

SpatialExtremesGuide.Rnw | ||

references.bib | ||

No Results! |

## Last month downloads

## Details

Date | 2018-07-02 |

License | GPL (>= 2) |

URL | http://spatialextremes.r-forge.r-project.org/ |

NeedsCompilation | yes |

Packaged | 2018-07-02 11:49:36 UTC; Mathieu |

Repository | CRAN |

Date/Publication | 2018-07-02 12:30:02 UTC |

imports | fields , maps |

depends | R (>= 1.8.0) |

Contributors | R Core team, Richard Singleton |

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