An R package for spatial extreme modelling

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Max-stable processes

Conditional max-stable simulations

Latent Variable

Copula approaches

Miscellaneous

References

Reference Manual

I list here some reference I found interesting for modelling spatial extremes by themes.

Extreme value theory

de Haan, L. (1984). A spectral representation for max-stable processes. The Annals of Probability, 12(4):1194-1204.
de Haan, L. and Ferreira, A. (2006). Extreme Value Theory: An Introduction. Springer, New York.
Cooley, D., Naveau, P., and Poncet, P. (2006). Variograms for spatial max-stable random fields. In Springer, editor, Dependence in Probability and Statistics, volume 187, pages 373-390. Springer, New York, lecture notes in statistics edition.
Kabluchko, Z., Schlather, M., and de Haan, L. (2009). Stationary max-stable fields associated to negative definite functions. Ann. Prob., 37(5):2042-2065.
Lindsay, B. (1988). Composite likelihood methods. Statistical Inference from Stochastic Processes. American Mathematical Society, Providence.
Padoan, S., Ribatet, M., and Sisson, S. (2010). Likelihood-based inference for max-stable processes. Journal of the American Statistical Association (Theory & Methods), 105(489):263-277.
Schlather, M. (2002). Models for stationary max-stable random fields. Extremes, 5(1):33-44.
Smith, R. L. (1990). Max-stable processes and spatial extreme. Unpublished manuscript.

Composite likelihoods

Chandler, R. E. and Bate, S. (2007). Inference for clustered data using the independence loglikelihood. Biometrika, 94(1):167-183.
Rotnitzky, A. and Jewell, N. (1990). Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data. Biometrika, 77:495-497.
Varin, C. and Vidoni, P. (2005). A note on composite likelihood inference and model selection. Biometrika, 92(3):519-528.

Bayesian Hierarchical Models

Banerjee, S., Carlin, B. P., and Gelfand, A. E. (2004). Hierarchical Modeling and Anal- ysis for Spatial Data. Chapman & Hall/CRC, New York.
Cooley, D., Nychka, D., and Naveau, P. (2007). Bayesian spatial modeling of extreme precipitation return levels. J. Am. Stat. Assoc., 102(479):824-840.
Ribatet, M., Cooley, D., and Davison, A. C. (2010). Bayesian inference from composite likelihoods, with an application to spatial extremes. submitted.