qqextcoeff {SpatialExtremes} | R Documentation |
This function compares the extremal coefficients estimated from a fitted max-stable process to the ones estimated semi-parametrically.
qqextcoeff(fitted, estim = "ST", marge = "emp", xlab = "Semi-Empirical", ylab = "Model", ...)
fitted |
An object of class maxstab . Most often, this will
be the output of fitmaxstab , fitcovmat or
fitcovariance . |
estim,marge |
The estim and marge options to be
passed to the fitextcoeff function. |
xlab,ylab |
The x and y-axis labels. |
... |
Optional arguments to be passed to the plot
function. |
A QQ-plot.
Mathieu Ribatet
Schlather, M. (2002) Models for Stationary Max-Stable Random Fields. Extremes 5:1, 33–44.
Schlather, M. and Tawn, J. A. (2003) A dependence measure for multivariate and spatial extreme values: Properties and inference. Biometrika 90(1):139–156.
Smith, R. L. (1990) Max-stable processes and spatial extremes. Unpublished manuscript.
require(RandomFields) ##Define the coordinate of each location n.site <- 30 locations <- matrix(runif(2*n.site, 0, 10), ncol = 2) colnames(locations) <- c("lon", "lat") ##Simulate a max-stable process - with unit Frechet margins sigma <- matrix(c(100, 25, 25, 220),ncol = 2) sigma.inv <- solve(sigma) sqrtCinv <- t(chol(sigma.inv)) model <- list(list(model = "gauss", var = 1, aniso = sqrtCinv / 2)) ms0 <- MaxStableRF(locations[,1], locations[,2], grid=FALSE, model=model, maxstable="Bool", n = 40) ms0 <- t(ms0) fitted <- fitmaxstab(ms0, locations, "gauss", fit.marge = FALSE) qqextcoeff(fitted)