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