RandomFields (version 3.0.10)

RMstrokorb: Tail correlation function of the Brown-Resnick process

Description

The RMstrokorb models define various shape functions for max-stable processes for a given tail correlation function

Usage

RMstrokorbMono(phi);
RMstrokorbBall(phi);

Arguments

phi

a model for a tail correlation function belonging to the Gneiting class $H_d$

Value

• object of class RMmodel

Details

RMstrokorbMoni defines a monotone shape function that corresponds a tail correlaton function belonging to Gneiting's class $H_d$.

RMstrokorbBall defines balls with random radius that corresponds a tail correlaton function belonging to Gneiting's class $H_d$.

RMstrokorbPoly ) defines that corresponds a tail correlaton function belonging to Gneiting's class $H_d$. It currently only allows for RMbrownresnick(RMfbm(alpha=1)).

References

• Strokorb, K. (2013)Properties of the Extremal Coefficient Functions.Univ.\ G\"ottingen. PhD thesis.
• Strokorb, K., Ballani, F. and Schlather, M. (2014) In Preparation.

See Also

RFsimulate, RMmodel.

Examples

RFoptions(seed=0)
#plot shape function of an M3 process of type 'strokorb'
model <- RMbrownresnick(RMfbm(alpha=1.5, s=0.2))
plot(RMstrokorbMono(model))

x <- seq(0, 10, if (interactive()) 0.005 else 1)
z <- RFsimulate(RPsmith(RMstrokorbMono(model), xi=0), x)
plot(z, type="p", pch=20)

RFoptions(seed=NA)