Description Usage Arguments Value Author(s) References See Also Examples
This function computes the pairwise empirical or the pairwise extremal concurrence probability estimates.
1 2 3 4 |
data |
A matrix representing the data. Each column corresponds to one location. |
coord |
A matrix that gives the coordinates of each location. Each row corresponds to one location. |
fitted |
An object of class maxstab - usually the output of the
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n.bins |
The number of bins to be used. If missing, pairwise F-madogram estimates will be computed. |
xlim,ylim |
A numeric vector of length 2 specifying the x/y coordinate ranges. |
col |
The colors used for the points and optionnaly the fitted curve. |
which |
A character string specifying which estimator should be used. Should be one of "emp" (empirical), "boot" (bootstrap version) and "kendall" (kendall based). |
xlab,ylab |
The labels for the x/y-axis (may be missing). |
add |
Logical. If |
block.size |
Integer specifying the block size for the empirical and bootstrap estimator. |
plot |
Logical. If |
compute.std.err |
Logical. If |
... |
Additional options to be passed to the |
This function returns invisibly a matrix containing the pairwise distances and the concurrence probability estimates.
Mathieu Ribatet
Dombry, C., Ribatet, M. and Stoev, S. (2017) Probabilities of concurrent extremes. To appear in JASA
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | n.site <- 25
locations <- matrix(runif(2*n.site, 0, 10), ncol = 2)
colnames(locations) <- c("lon", "lat")
##Simulate a max-stable process - with unit Frechet margins
n.obs <- 100
data <- rmaxstab(n.obs, locations, cov.mod = "whitmat", nugget = 0, range = 1,
smooth = 1.75)
##Compute the F-madogram
concprob(data, locations)
##Compare the F-madogram with a fitted max-stable process
fitted <- fitmaxstab(data, locations, "whitmat", nugget = 0)
concprob(fitted = fitted)
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