dens.grid
(Package: HiDimMaxStable) :
Computes the likelihood function on a grid of parameters
The dens.grid.* function family is used to compute the likelihood at several points on a grid. * must be one of the following: "maxstable", "excess" or "simultoccur".
● Data Source:
CranContrib
● Keywords:
● Alias: dens.grid.excess, dens.grid.maxstable, dens.grid.simultoccur
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Margin distributions
● Data Source:
CranContrib
● Keywords:
● Alias: marginExp, marginFrechet, marginGPD, marginGamma, marginLnorm, marginUnif, marginWeibull
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excess.l
(Package: HiDimMaxStable) :
Likelihood for vectors of exceedance with censored components
Computes the likelihood for observations of vectors of exceedances that belong to the maximum domain of attraction of a multivariate max-stable distribution whose spectral random vector is Gaussian, Log-normal or has a clustered copula distribution.
● Data Source:
CranContrib
● Keywords:
● Alias: excess.l
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Class for spatial models
● Data Source:
CranContrib
● Keywords:
● Alias: spatial-class
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rCMS
(Package: HiDimMaxStable) :
Simulation of vectors in the maximum domain of attraction
Generates realisations of vectors in the maximum domain of attraction of an homogeneous clustered max-stable distribution.
● Data Source:
CranContrib
● Keywords:
● Alias: rCMS
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Computes mu(B,z) for the copula model.
● Data Source:
CranContrib
● Keywords:
● Alias: mubz.copula
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Spatial models
● Data Source:
CranContrib
● Keywords:
● Alias: spatialBessel, spatialCauchy, spatialPower, spatialPowerexp, spatialWhittleMatern
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simultoccur.l
(Package: HiDimMaxStable) :
Likelihood for vectors of componentwise maxima with additional information on maxima occurences
Computes the likelihood for observations of vectors of componentwise maxima with additional information on maxima occurences. The data that are used to compute componentwise maxima must belong to the maximum domain of attraction of a multivariate max-stable distribution whose spectral random vector is Gaussian, Log-normal or has a clustered copula distribution.
● Data Source:
CranContrib
● Keywords:
● Alias: simultoccur.l
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excess.censor
(Package: HiDimMaxStable) :
Transforms data to normalized exceedances with censoring
First transforms empirical marginal distributions to unit Pareto by using order statistics, second scales to 1/t, third censor values smaller than one, and then drops all vectors with no value greater than one.
● Data Source:
CranContrib
● Keywords:
● Alias: excess.censor
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build.clusters.spatial
(Package: HiDimMaxStable) :
Builds clusters with a given maximum size using a k-means clustering.
Builds clusters from the spatial locations of sites using a k-means clustering, to get a partition (of the sites) whose block sizes are at most 5 so that the partition-composite likelihood for observations of a max-stable process at the sites can be computed in a moderate time.
● Data Source:
CranContrib
● Keywords:
● Alias: build.clusters.spatial
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providing 
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