Inference on High Dimensional Max-Stable Distributions

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Documentation for package ‘HiDimMaxStable’ version 0.1.1

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build.clusters.spatial Builds clusters with a given maximum size using a k-means clustering.
dens.grid.excess Computes the likelihood function on a grid of parameters
dens.grid.maxstable Computes the likelihood function on a grid of parameters
dens.grid.simultoccur Computes the likelihood function on a grid of parameters
excess.censor Transforms data to normalized exceedances with censoring
excess.l Likelihood for vectors of exceedance with censored components
margin-class margin class
marginExp Margin distributions
marginFrechet Margin distributions
marginGamma Margin distributions
marginGPD Margin distributions
marginLnorm Margin distributions
marginUnif Margin distributions
marginWeibull Margin distributions
maxblocks Computes the normalized componentwise maxima with their occurrences for several blocks
maxgrid Identifies the coordinates of the maximum on a grid
maxlik.excess Maximum likelihood estimation
maxlik.maxstable Maximum likelihood estimation
maxlik.simultoccur Maximum likelihood estimation
maxstable.l.clusters Partition-composite likelihood for multivariate max-stable distributions
mubz.copula mu(B,z) for the copula model
mubz.lnormal mu(B,z) for the Log-normal model
mubz.normal mu(B,z) for the Gaussian model
plot3d.densgrid 3D visualisation of the computed values of the likelihood function on a grid.
rCMS Simulation of vectors in the maximum domain of attraction of an homogeneous clustered max-stable distribution
rSchlatherExcess Simulation of vectors in the maximum domain of attraction of a spatial Schlather max-stable distribution
select.mean Selects vectors for which the mean of the components is larger than a threshold
simultoccur.l Likelihood for vectors of componentwise maxima with additional information on maxima occurences
spatial-class spatial class
spatialBessel Spatial models
spatialCauchy Spatial models
spatialPower Spatial models
spatialPowerexp Spatial models
spatialWhittleMatern Spatial models