schlather.vario

The variogram model is
$$\gamma(h) = \frac{[1+\{(\|h\|/\lambda\}^\alpha]^{\beta/\alpha}-1}{2^{\beta/\alpha}-1}, \quad 0 &lt; \alpha \leq 2, \beta \leq 2.$$
The model is defined at $\beta=0$ by continuity.

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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

schlather.vario function

<dl><dt>h</dt>
<dd>vector or matrix of pairwise distances</dd>
<dt>alpha</dt>
<dd>smoothness parameter</dd>
<dt>beta</dt>
<dd>shape parameter, must be less than 2</dd>
<dt>scale</dt>
<dd>scale parameter</dd></dl>

Arguments

Variogram model of Schlather and Moreva — schlather.vario

<dl>

<dt>h</dt>
<dd>vector or matrix of pairwise distances</dd>


<dt>alpha</dt>
<dd>smoothness parameter</dd>


<dt>beta</dt>
<dd>shape parameter, must be less than 2</dd>


<dt>scale</dt>
<dd>scale parameter</dd>

</dl>

schlather.vario: Variogram model of Schlather and Moreva

Description

Usage

Value

Arguments