maxstable

Given a vector of location, scale and shape parameters,
compute the corresponding parameters for block of size
<code>m</code> assuming a generalized extreme value distribution.

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes (Dombry, Engelke and Oesting, 2016, <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Raphael Huser

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

maxstable function

<dl><dt>pars</dt>
<dd>vector of location, scale and shape parameters</dd>
<dt>m</dt>
<dd>[integer] block size</dd>
<dt>inverse</dt>
<dd>[logical] whether to compute the parameters for the inverse relationship (defaults to <code>FALSE</code>)</dd></dl>

Arguments

Transform arguments using max stability — maxstable

<dl>

<dt>pars</dt>
<dd>vector of location, scale and shape parameters</dd>


<dt>m</dt>
<dd>[integer] block size</dd>


<dt>inverse</dt>
<dd>[logical] whether to compute the parameters for the inverse relationship (defaults to <code>FALSE</code>)</dd>

</dl>

maxstable: Transform arguments using max stability

Description

Usage

Arguments

Examples