extremo: Pairwise extremogram for max-risk functional

In lbelzile/mgp: Multivariate generalized Pareto models

Pairwise extremogram for max-risk functional

Description

The function computes the pairwise chi estimates and plots them as a function of the distance between sites.

Usage

extremo(dat, margp, loc, scale = 1, rho = 0, plot = FALSE, ...)

Arguments

dat	data matrix
margp	marginal probability above which to threshold observations
loc	matrix of locations (one site per row)
scale	geometric anisotropy scale parameter
rho	geometric anisotropy angle parameter
plot	logical; should a graph of the pairwise estimates against distance? Default to FALSE
...	additional arguments passed to plot

Value

an invisible matrix with pairwise estimates of chi along with distance (unsorted)

lbelzile/mgp documentation built on Aug. 5, 2023, 2:34 a.m.