RMbr2: Transformation among tail correlation functions
Description
These functions can be used to model different max-stable processes
with the same tail correlation functions.
$$C(h) = \cos(\pi (1 - 2\Phi(\sqrt{\gamma(h) / 8}) ) )$$
and
$$C(h) =1 - 2 (1 - 2 \Phi(\sqrt{\gamma(h) / 8}) )^2
,$$
Here, $\Phi$ is the standard normal distribution
function, and $\gamma$ is a variogram with sill
$8(erf^{-1}(1/sqrt 2))^2 = 1.8197$ and
$8(erf^{-1}(1/2))^2 = 4.425098$, respectively.
Usage
RMbr2bg(phi, var, scale, Aniso, proj)
RMbr2eg(phi, var, scale, Aniso, proj)
the tail correlation function of
the max-stable process constructed with this binary random field
the tail correlation function of Brown-Resnick process with
variogramRMmodel.
RMbr2eg
The extremal Gaussian modelRPschlathersimulated withRMbr2eg(RMmodel())has
tail correlation function that equals
the tail correlation function of Brown-Resnick process with
variogramRMmodel.