profile2d.maxstab: Method for profiling (in 2d) fitted max-stable objects

In SpatialExtremes: Modelling Spatial Extremes

Method for profiling (in 2d) fitted max-stable objects

Description

Computes profile surfaces for fitted max-stable models.

Usage

## S3 method for class 'maxstab'
profile2d(fitted, params, ranges, n = 10, plot = TRUE,
...)

Arguments

fitted	An object of class “maxstab”. Most often, it will be the output of the function fitmaxstab.
params	A character vector giving the two model parameters that are to be profiled.
ranges	A matrix corresponding to the ranges for the profiled model parameters that must be explored. Each row corresponds to one model parameter range.
n	Integer. The number of profiled model parameter that must be considered.
plot	Logical. If TRUE (default), the profile surface is plotted.
...	Extra options that must be passed to the plot function.

Value

A list with two arguments: coord and llik. coord is a matrix representing the grid where the profiled model parameters are fixed. llik the corresponding pairwise log-likelihood.

Warnings

This function can be really time consuming!

Author(s)

Mathieu Ribatet

Examples

## Not run: 
##Define the coordinates of each location
n.site <- 30
locations <- matrix(rnorm(2*n.site, sd = sqrt(.2)), ncol = 2)
colnames(locations) <- c("lon", "lat")

##Simulate a max-stable process - with unit Frechet margins
data <- rmaxstab(30, locations, cov.mod = "whitmat", nugget = 0, range = 30,
smooth = 0.5)

##Now define the spatial model for the GEV parameters
param.loc <- -10 + 2 * locations[,2]
param.scale <- 5 + 2 * locations[,1] + locations[,2]^2
param.shape <- rep(0.2, n.site)

##Transform the unit Frechet margins to GEV
for (i in 1:n.site)
  data[,i] <- frech2gev(data[,i], param.loc[i], param.scale[i],
param.shape[i]) 

##Define a model for the GEV margins to be fitted
##shape ~ 1 stands for the GEV shape parameter is constant
##over the region
loc.form <- loc ~ lat
scale.form <- scale ~ lon + (lat^2)
shape.form <- shape ~ 1

##Fit a max-stable process
##  1- using the Schlather representation
fitted <- fitmaxstab(data, locations, "whitmat", loc.form, scale.form,
                     shape.form)

##Plot the profile pairwise log-likelihood for the smooth parameter
ranges <- rbind(c(9,11), c(.3, .8))
profile2d(fitted, c("range", "smooth"), ranges = ranges)

## End(Not run)

SpatialExtremes documentation built on April 19, 2022, 5:06 p.m.