Tail correlation function of the Brown-Resnick process
The models define various shape functions for max-stable processes for a given tail correlation function.
RMm2r(phi) RMm3b(phi) RMmps(phi)
phi |
a model for a tail correlation function belonging to the Gneiting class H_d |
RMm2r used with RPsmith defines
a monotone shape function that corresponds to a tail correlation
function belonging to Gneiting's class H_d. Currently, the
function is implemented for dimensions 1 and 3.
Called as such it returns the corresponding monotone function.
RMm3b used with RPsmith defines
balls with random radius that corresponds to a tail correlation
function belonging to Gneiting's class H_d. Currently, the
function is implemented for dimensions 1 and 3.
(Note that in Strokorb et al. (2014) the density function for twice
the radius is considered.)
Called as such it returns the corresponding density function for the
radius of the balls.
RMmps used with RPsmith defines
random hyperplane polygons
that correspond to a tail correlaton
function belonging to Gneiting's class H_d.
It currently only allows for
RMbrownresnick(RMfbm(alpha=1)) and dimension 2.
Called as such it returns the tcf defined by the submodel – this
definition may change in future.
object of class RMmodel
Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/
Strokorb, K. (2013) Properties of the Extremal Coefficient Functions. Univ. Goettingen. PhD thesis.
Strokorb, K., Ballani, F. and Schlather, M. (2014) In Preparation.
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set ## RFoptions(seed=NA) to make them all random again model <- RMbrownresnick(RMfbm(alpha=1.5, s=0.2)) plot(RMm2r(model)) x <- seq(0, 10, 0.005) z <- RFsimulate(RPsmith(RMm2r(model), xi=0), x) plot(z, type="p", pch=20)
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