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 |
Further Operators
RMbernoulli | correlation of binary fields |
RMbrownresnick | tcf of a Brown-Resnick process |
RMschlather | tcf of a Schlather process |
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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