rcopula: Simulation from copula based models with unit Frechet margins

In SpatialExtremes: Modelling Spatial Extremes

Simulation from copula based models with unit Frechet margins

Description

This function generates realisations from the Gaussian and Student copula with unit Frechet margins.

Usage

rcopula(n, coord, copula = "gaussian", cov.mod = "whitmat", grid =
FALSE, control = list(), nugget = 0, range = 1, smooth = 1, DoF = 1)

Arguments

n	Integer. The number of observations.
coord	A vector or matrix that gives the coordinates of each location. Each row corresponds to one location - if any
copula	A character string that specifies the copula to be used, i.e., "gaussian" or "student".
cov.mod	A character string that gives the correlation function family to be used. This must be one of "whitmat", "cauchy", "powexp" and "bessel" for the Whittle-Matern, the cauchy, the powered exponential and the bessel correlation functions.
grid	Logical. Does the coordinates represent grid points?
control	A named list that control the simulation of the gaussian process — see rgp.
nugget, range, smooth, DoF	Numerics. The parameters of the copula.

Value

A matrix containing observations from the required max-stable model. Each column represents one stations. If grid = TRUE, the function returns an array of dimension nrow(coord) x nrow(coord) x n.

Author(s)

Mathieu Ribatet

References

Demarta, S. and McNeil, A. J. (2005) The t Copula and Related Copulas International Statistical Review 73:1, 111–129.

Davison, A. C., Padoan, S. A. and Ribatet, M. (2010) Statistical Modelling of Spatial Extremes Submitted to Statistical Science.

See Also

fitcopula, rmaxstab, rmaxlin

Examples

n.site <- 25
n.obs <- 50

coord <- matrix(runif(2 * n.site, 0, 10), ncol = 2)

data1 <- rcopula(n.obs, coord, "student", "whitmat", range = 3, DoF = 3)

x <- y <- seq(0, 10, length = 100)
data2 <- rcopula(1, cbind(x, y), "gaussian", "whitmat", range = 3, grid
= TRUE)
image(x, y, log(data2), col = rainbow(64))

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