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SpatialExtremes (version 2.1-0)

Modelling Spatial Extremes

Description

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) , Padoan et al. (2010) , Dombry et al. (2013) .

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Install

install.packages('SpatialExtremes')

Monthly Downloads

816

Version

2.1-0

License

GPL (>= 2)

Maintainer

Last Published

April 19th, 2022

Functions in SpatialExtremes (2.1-0)

DIC

Deviance Information Criterion
Generalized Extreme Value Distribution

The Generalized Extreme Value Distribution
TIC

Takeuchi's information criterion
USHCNTemp

Summer/Winter annual maxima/minima temperature in continental US.
Generalized Pareto Distribution

The Generalized Pareto Distribution
SpatialExtremes

Analysis of Spatial Extremes
concurrencemap

Maps of concurrence probabilities/expected concurrence cell area
condmap

Produces a conditional 2D map from a fitted max-stable process
fitspatgev

MLE for a spatial GEV model
condrmaxlin

Conditional simulation of max-linear random fields
condrgp

Conditional simulation of Gaussian random fields
gcv

Estimates the penalty coefficient from the generalized cross-validation criterion
fmadogram

Computes the F-madogram
qqextcoeff

QQ-plot for the extremal coefficient
plot.copula

Model checking of a fitted copula based model.
fitextcoeff

Non parametric estimators of the extremal coefficient function
plot.maxstab

Model checking of a fitted max-stable model
extcoeff

Plots the extremal coefficient
gev2frech

Transforms GEV data to unit Frechet ones and vice versa
cv

Estimates the penalty coefficient from the cross-validation criterion
distance

Computes distance between pairs of locations
predict

Prediction of the marginal parameters for various models
Internal functions and methods

Internal functions and methods for the maxstable package.
qqgev

QQ-plot for the GEV parameters
print

Printing objects of classes defined in the SpatialExtreme packages
rmaxlin

Simulation from max-linear models
rgp

Gaussian Random Fields Simulation
condrmaxstab

Conditional simulation of max-stable processes
fitcovmat

Estimates the covariance matrix for the Smith's model
covariance

Defines and computes covariance functions
wind

Annual maxima wind gusts in the Netherlands.
margin fits

Fits univariate extreme value distributions to data
lsmaxstab

Estimates the spatial dependence parameter of a max-stable process by minimizing least squares.
logLik

Extracts Log-Likelihood
kriging

Simple kriging interpolation
vdc

Van der Corput Sequence
fitmaxstab

Fits a max-stable process to data
variogram

Empirical variogram
rainfall

Summer annual maxima precipitation in Switzerland
rb

Creates a model using penalized smoothing splines
madogram

Computes madograms
map

Produces a 2D map from a fitted max-stable process
rcopula

Simulation from copula based models with unit Frechet margins
swissalt

Elevation in Switzerland
symbolplot

Detecting spatial trends graphically
rbpspline

Fits a penalized spline with radial basis functions to data
concprob

Pairwise empirical and extremal concurrence probabilities
anova

Anova Tables
fitcovariance

Estimates the covariance function for the Schlather's model
map.latent

Two dimensional map from a Bayesian hierarchical model
fitcopula

Fit a copula-based model to spatial extremes
latent

Bayesian hierarchical models for spatial extremes
modeldef

Define a model for the spatial behaviour of the GEV parameters
lmadogram

Computes the lambda-madogram
profile

Method for profiling fitted max-stable objects
swiss

Map of the Switzerland.
profile2d

Method for profiling (in 2d) fitted max-stable objects
rmaxstab

Simulation of Max-Stable Random Fields