Description Usage Arguments Details Value Note Author(s) References See Also Examples
These models define particular ways to simulate BrownResnick processes.
1 2 3 4 5 6 7 8  RPbrmixed(phi, tcf, xi, mu, s, meshsize, vertnumber, optim_mixed,
optim_mixed_tol,lambda, areamat, variobound)
RPbrorig(phi, tcf, xi, mu, s)
RPbrshifted(phi, tcf, xi, mu, s)
RPloggaussnormed(variogram, prob, optimize_p, nth, burn.in, rejection)

phi,variogram 
object of class 
tcf 
the extremal correlation function; either 
xi, mu, s 
the shape parameter, the location parameter and the scale parameter, respectively, of the generalized extreme value distribution. See Details. 
lambda 
positive constant factor in the intensity of the Poisson
point process used in the M3 representation, cf. Thm. 6 and Remark 7
in Oesting et. al (2012); can be estimated by setting

areamat 
vector of values in [0,1]. The value of the kth
component represents the portion of processes whose maximum is located at a
distance d with k1 <= d < k from the origin
taken into account for the simulation of the shape function in the M3
representation. 
meshsize, vertnumber, optim_mixed,
optim_mixed_tol, variobound 
further arguments
for simulation via the mixed moving maxima (M3) representation; see

prob 
to do 
optimize_p 
to do 
nth 
to do 
burn.in 
to do 
rejection 
to do 
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 given an RMmodel
, in particular by an
RMtrend
model.
The functions RPbrorig
, RPbrshifted
and RPbrmixed
simulate a BrownResnick process, which is defined by
Z(x) = max_{i=1, 2, ...} X_i * exp(W_i(x)  gamma),
where the X_i are the points of a Poisson point process on the
positive real halfaxis with intensity 1/x^2 dx,
W_i ~ Y are iid centered Gaussian processes with
stationary increments and variogram gamma given by
model
. The functions correspond to the following ways of
simulation:
RPbrorig
simulation using the original definition (method 0 in Oesting et al., 2012)
RPbrshifted
simulation using a random shift (similar to method 1 and 2)
RPbrmixed
simulation using M3 representation (method 4)
The functions return an object of class
RMmodel
.
Advanced options for RPbroriginal
and RPbrshifted
are maxpoints
and max_gauss
, see RFoptions
.
; \martin
Oesting, M., Kabluchko, Z. and Schlather M. (2012) Simulation of BrownResnick Processes, Extremes, 15, 89107.
RPbrownresnick
,
RMmodel
,
RPgauss
,
maxstable
,
maxstableAdvanced
.
1 2 3 4 5 6  #
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
## RFoptions(seed=NA) to make them all random again
## currently does not work

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