distg

The function computes the distance between locations, with geometric anisotropy.
The parametrization assumes there is a scale parameter, say $\sigma$, so that <code>scale</code>
is the distortion for the second component only. The angle <code>rho</code> must lie in
$[-\pi/2, \pi/2]$. The dilation and rotation matrix is 
$$\left(\begin{matrix} \cos(\rho) &amp; \sin(\rho) \\ - \sigma\sin(\rho) &amp; \sigma\cos(\rho) \end{matrix} \right)$$

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

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

distg function

<dl><dt>loc</dt>
<dd>a <code>d</code> by 2 matrix of locations giving the coordinates of a site per row.</dd>
<dt>scale</dt>
<dd>numeric vector of length 1, greater than 1.</dd>
<dt>rho</dt>
<dd>angle for the anisotropy, must be larger than $\pi/2$ in modulus.</dd></dl>

Arguments

Distance matrix with geometric anisotropy — distg

<dl>

<dt>loc</dt>
<dd>a <code>d</code> by 2 matrix of locations giving the coordinates of a site per row.</dd>


<dt>scale</dt>
<dd>numeric vector of length 1, greater than 1.</dd>


<dt>rho</dt>
<dd>angle for the anisotropy, must be larger than $\pi/2$ in modulus.</dd>

</dl>

distg: Distance matrix with geometric anisotropy

Description

Usage

Value

Arguments