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
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Vignettes of SpatialExtremes

Name
Figures/Schlather2Sim.png
Figures/Smith2Sim.png
Figures/rmaxstabSmith.png
Figures/tbm.png
SpatialExtremes.sty
SpatialExtremesGuide.Rnw
references.bib
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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

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