An R package for spatial extreme modelling

Home Learn More Gallery Contact

Max-stable processes

Conditional max-stable simulations

Latent Variable

Copula approaches

Miscellaneous

References

Reference Manual

Although the SpatialExtremes package aims at providing statistical model for the modelling of spatial extremes, several features are available.
  • Function "rgp" simulates stationary Gaussian random fields or fractional Brownian motions;
  • Function "conrgp" performs conditional simulations of a stationary Gaussian process;
  • Functions "madogram", "fmadogram" and "lmadogram" computes the madogram, the F-madogram and -madogram as well as the related extremal coefficient estimates;
  • Function "rbpspline" fit a penalized spline with radial basis function
  • Functions "gevmle" and "gpdmle" fit the generalized extreme value and generalized pareto distribution;
  • Function "covariance" and "variogram" compute the covariance and semi-variogram