qqgev: QQ-plot for the GEV parameters

In SpatialExtremes: Modelling Spatial Extremes

Description

This function compares the GEV parameters estimated separately for each location to the ones estimated from a fitted spatial model.

Usage

qqgev(fitted, xlab, ylab, ...)

Arguments

fitted	An object of class maxstab or spatgev. Most often, this will be the output of fitmaxstab, fitcovmat, fitcovariance or fitspatgev.
xlab,ylab	The x and y-axis labels. May be missing.
...	Optional arguments to be passed to the plot function.

Value

A QQ-plot.

Author(s)

Mathieu Ribatet

References

Schlather, M. (2002) Models for Stationary Max-Stable Random Fields. Extremes 5:1, 33–44.

Schlather, M. and Tawn, J. A. (2003) A dependence measure for multivariate and spatial extreme values: Properties and inference. Biometrika 90(1):139–156.

Smith, R. L. (1990) Max-stable processes and spatial extremes. Unpublished manuscript.

See Also

qqextcoeff

Examples

##Define the coordinate of each location
n.site <- 30
locations <- matrix(runif(2*n.site, 0, 10), ncol = 2)
colnames(locations) <- c("lon", "lat")

##Simulate a max-stable process - with unit Frechet margins
data <- rmaxstab(50, locations, cov.mod = "gauss", cov11 = 100, cov12 =
25, cov22 = 220)

##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 + I(lat^2)
shape.form <- shape ~ 1

fitted <- fitspatgev(data, locations, loc.form = loc.form, scale.form =
scale.form, shape.form = shape.form)

qqgev(fitted)

Example output

SpatialExtremes documentation built on Sept. 1, 2020, 3:01 a.m.