Package: SpatialExtremes 2.1-0

Mathieu Ribatet

SpatialExtremes: Modelling Spatial Extremes

Tools for the statistical modelling of spatial extremes using max-stable processes, copula or Bayesian hierarchical models. More precisely, this package allows (conditional) simulations from various parametric max-stable models, analysis of the extremal spatial dependence, the fitting of such processes using composite likelihoods or least square (simple max-stable processes only), model checking and selection and prediction. Other approaches (although not completely in agreement with the extreme value theory) are available such as the use of (spatial) copula and Bayesian hierarchical models assuming the so-called conditional assumptions. The latter approaches is handled through an (efficient) Gibbs sampler. Some key references: Davison et al. (2012) <doi:10.1214/11-STS376>, Padoan et al. (2010) <doi:10.1198/jasa.2009.tm08577>, Dombry et al. (2013) <doi:10.1093/biomet/ass067>.

Authors:Mathieu Ribatet [aut, cre], Richard Singleton [ctb], R Core team [ctb]

SpatialExtremes_2.1-0.tar.gz
SpatialExtremes_2.1-0.tar.gz(r-4.5-noble)SpatialExtremes_2.1-0.tar.gz(r-4.4-noble)
SpatialExtremes_2.1-0.tgz(r-4.4-emscripten)SpatialExtremes_2.1-0.tgz(r-4.3-emscripten)
SpatialExtremes.pdf |SpatialExtremes.html
SpatialExtremes/json (API)
NEWS

# Install 'SpatialExtremes' in R:
install.packages('SpatialExtremes', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/spatialextremes

Uses libs:
  • openblas– Optimized BLAS
Datasets:
  • wind - Annual maxima wind gusts in the Netherlands.

openblas

3.98 score 2 packages 161 scripts 832 downloads 1 mentions 87 exports 6 dependencies

Last updated 3 years agofrom:9df4b8e6d8. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 02 2024
R-4.5-linux-x86_64OKDec 02 2024

Exports:anova.maxstabanova.spatgevbrownresnickformbrownresnickfullconcprobconcurrencemapcondmapcondrgpcondrmaxlincondrmaxstabcovariancecvdgevdgpdDICdistanceextcoeffextremaltformextremaltfullfitcopulafitcovariancefitcovmatfitextcoefffitmaxstabfitspatgevfmadogramfrech2gevgcvgeomgaussformgeomgaussfullgetsubregionsgev2frechgevmlegpdmlekriginglatentlmadogramlogitlogLik.copulalogLik.maxstablsmaxstabmadogrammapmap.latentmodeldefmodeldef.lmmodeldef.rbpgevpgpdplot.copulaplot.maxstabpredict.copulapredict.maxstabpredict.pspline2predict.spatgevprint.copulaprint.latentprint.maxstabprint.pspline2print.spatgevprofile.maxstabprofile2dprofile2d.maxstabqgevqgpdqqextcoeffqqgevrbrbpsplinercopulargevrgprgpdrmaxlinrmaxstabschlatherformschlatherfullschlatherindformschlatherindfullsmithformsmithfullswisssymbolplotTICTIC.defaultvariogramvdc

Dependencies:dotCall64fieldsmapsRcppspamviridisLite

A R Package for Modelling Spatial Extremes

Rendered fromSpatialExtremesGuide.Rnwusingutils::Sweaveon Dec 02 2024.

Last update: 2018-01-05
Started: 2011-04-07

Readme and manuals

Help Manual

Help pageTopics
Anova Tablesanova anova.maxstab anova.spatgev
Pairwise empirical and extremal concurrence probabilitiesconcprob
Maps of concurrence probabilities/expected concurrence cell areaconcurrencemap
Produces a conditional 2D map from a fitted max-stable processcondmap
Conditional simulation of Gaussian random fieldscondrgp
Conditional simulation of max-linear random fieldscondrmaxlin
Conditional simulation of max-stable processescondrmaxstab
Defines and computes covariance functionscovariance
Estimates the penalty coefficient from the cross-validation criterioncv
Deviance Information CriterionDIC
Computes distance between pairs of locationsdistance
Plots the extremal coefficientextcoeff
Fit a copula-based model to spatial extremesfitcopula
Estimates the covariance function for the Schlather's modelfitcovariance
Estimates the covariance matrix for the Smith's modelfitcovmat
Non parametric estimators of the extremal coefficient functionfitextcoeff
Fits a max-stable process to datafitmaxstab
MLE for a spatial GEV modelfitspatgev
Computes the F-madogramfmadogram
Estimates the penalty coefficient from the generalized cross-validation criteriongcv
The Generalized Extreme Value Distributiondgev pgev qgev rgev
The Generalized Pareto Distributiondgpd pgpd qgpd rgpd
Transforms GEV data to unit Frechet ones and vice versafrech2gev gev2frech
Simple kriging interpolationkriging
Bayesian hierarchical models for spatial extremeslatent
Computes the lambda-madogramlmadogram
Extracts Log-LikelihoodlogLik logLik.copula logLik.maxstab
Estimates the spatial dependence parameter of a max-stable process by minimizing least squares.lsmaxstab
Computes madogramsmadogram
Produces a 2D map from a fitted max-stable processmap
Two dimensional map from a Bayesian hierarchical modelmap.latent
Fits univariate extreme value distributions to datagevmle gpdmle
Define a model for the spatial behaviour of the GEV parametersmodeldef modeldef.lm modeldef.rb
Model checking of a fitted copula based model.plot.copula
Model checking of a fitted max-stable modelplot.maxstab
Prediction of the marginal parameters for various modelspredict predict.copula predict.maxstab predict.pspline2 predict.spatgev
Printing objects of classes defined in the SpatialExtreme packagesprint print.copula print.latent print.maxstab print.pspline2 print.spatgev
Method for profiling fitted max-stable objectsprofile profile.maxstab
Method for profiling (in 2d) fitted max-stable objectsprofile2d profile2d.maxstab
QQ-plot for the extremal coefficientqqextcoeff
QQ-plot for the GEV parametersqqgev
Summer annual maxima precipitation in Switzerlandrainfall
Creates a model using penalized smoothing splinesrb
Fits a penalized spline with radial basis functions to datarbpspline
Simulation from copula based models with unit Frechet marginsrcopula
Gaussian Random Fields Simulationrgp
Simulation from max-linear modelsrmaxlin
Simulation of Max-Stable Random Fieldsrmaxstab
Analysis of Spatial ExtremesSpatialExtremes
Map of the Switzerland.swiss
Elevation in Switzerlandswissalt
Detecting spatial trends graphicallysymbolplot
Takeuchi's information criterionTIC TIC.default
Summer/Winter annual maxima/minima temperature in continental US.USHCNTemp
Empirical variogramvariogram
Van der Corput Sequencevdc
Annual maxima wind gusts in the Netherlands.wind