chi3.emp: Empirical estimate of triple-wise chi

In Jbrich95/sdfExtreme: Spatial Deformation for Non-Stationary Extremal Dependence

Empirical estimate of triple-wise chi

Description

Calculates empirical estimate of triple-wise chi for (U,V,W).

Usage

chi3.emp(U, V, W, q)

Arguments

U	Vector of length n of standard uniform variables.
V	Vector of length n of standard uniform variables.
W	Vector of length n of standard uniform variables.
q	Value of exceedance probability used in estimation.

Value

Estimate of triple-wise chi for (U,V,W).

Examples

data(Aus_Heat)
Z<-Aus_Heat$Temp.

unif<-function(x) rank(x)/(length(x)+1)
Z_U<-Z
for(i in 1:dim(Z_U)[2]) Z_U[,i]<-unif(Z[,i]) # Transform to uniform margins

q<-0.95

ind.triple<-c(1,2,3) ##Denotes indices of triple for which triple-wise chi calculated.

chi3.emp(Z_U[,ind.triple[1]],Z_U[,ind.triple[2]],Z_U[,ind.triple[3]],q)

Jbrich95/sdfExtreme documentation built on March 24, 2022, 11:15 a.m.