Extremal t process
RPopitz defines an extremal t process.
RPopitz(phi, xi, mu, s, alpha)
phi |
an |
xi,mu,s |
the extreme value index, the location parameter and the scale parameter, respectively, of the generalized extreme value distribution. See Details. |
alpha |
originally referred to the α-Frechet marginal distribution, see the original literature for details. |
The argument xi is always a number, i.e. ξ is constant in space. In contrast, μ and s might be constant numerical values or (in future!) be given by an RMmodel, in particular by an RMtrend model.
For xi=0, the default values of mu and s are 0 and 1, respectively. For xi\not=0, the default values of mu and s are 1 and |ξ|, respectively, so that it defaults to the standard Frechet case if ξ > 0.
Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/
Davison, A.C., Padoan, S., Ribatet, M. (2012). Statistical modelling of spatial extremes. Stat. Science 27, 161-186.
Opitz, T. (2012) A spectral construction of the extremal t process. arxiv 1207.2296.
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