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cope (version 0.2.3)

TaylorContour: Computes tail probabilities of a Gaussian field on a contour with Taylor's

Description

Computes tail probabilities of a Gaussian field on a contour with Taylor's method.

Usage

TaylorContour(x, y, cont, R)

Arguments

x
x-Coordinates of the grid on which the data is observed.
y
y-Coordinates of the grid on which the data is observed.
cont
The contour of f at value level
R
An array of dimension c(length(x),length(y),n) containing the realizations of the field.

Value

A function g that computes for u>0 the probility that the supremum of the field exceeds u.