Description Details Author(s) References See Also Examples
This page summarizes the models that can be use for tail correlation functions
The following models are available
Completely monotone function allowing for arbitray scale
RMbcw | Model bridging stationary and
intrinsically stationary processes for alpha <= 1
and beta < 0 |
RMdagum | Dagum model with β < γ and γ ≤ 1 |
RMexp | exponential model |
RMgencauchy | generalized Cauchy family with α ≤ 1 (and arbitrary β> 0) |
RMmatern | Whittle-Matern model with ν ≤ 1/2 |
RMstable | symmetric stable family or powered exponential model with α ≤ 1 |
RMwhittle | Whittle-Matern model, alternative parametrization with ν ≤ 1/2 |
Other isotropic models with arbitray scale
RMnugget | nugget effect model |
Compactly supported covariance functions
RMaskey | Askey's model |
RMcircular | circular model |
RMconstant | identically constant |
RMcubic | cubic model |
RMgengneiting | Wendland-Gneiting model; differentiable models with compact support |
RMgneiting | differentiable model with compact support |
RMspheric | spherical model |
Anisotropic models
none up to now. |
Basic Operators
RMmult , * | product of covariance models |
RMplus , + | sum of covariance models or variograms |
Operators related to process constructions
RMbernoulli | correlation of binary fields |
RMbrownresnick | tcf of a Brown-Resnick process |
RMschlather | tcf of an extremal Gaussian process / Schlather process |
RMm2r | M2 process with monotone shape function |
RMm3b | M3 process with balls of random radius |
RMmps | M3 process with hyperplane polygons |
See RMmodels for cartesian models.
Martin Schlather, schlather@math.uni-mannheim.de http://ms.math.uni-mannheim.de/de/publications/software
Strokorb, K., Ballani, F., and Schlather, M. (2015) Tail correlation functions of max-stable processes: Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF. Extremes, 18, 241-271
coordinate systems,
RM,
RMmodels
,
RMtrafo
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