rcopula {SpatialExtremes}

Simulation from copula based models with unit Frechet margins

Description

This function generates realisations from the Gaussian and Student copula with unit Frechet margins.

Usage

rcopula(n, coord, copula = "gaussian", cov.mod = "whitmat", grid =
FALSE, control = list(), nugget = 0, range = 1, smooth = 1, DoF = 1)

Arguments

n

Integer. The number of observations.

coord

A vector or matrix that gives the coordinates of each location. Each row corresponds to one location - if any

copula

A character string that specifies the copula to be used, i.e., "gaussian" or "student".

cov.mod

A character string that gives the correlation function family to be used. This must be one of "whitmat", "cauchy", "powexp" and "bessel" for the Whittle-Matern, the cauchy, the powered exponential and the bessel correlation functions.

grid

Logical. Does the coordinates represent grid points?

control

A named list that control the simulation of the gaussian process — see rgp.

nugget, range, smooth, DoF

Numerics. The parameters of the copula.

Value

A matrix containing observations from the required max-stable model. Each column represents one stations. If grid = TRUE, the function returns an array of dimension nrow(coord) x nrow(coord) x n.

Author(s)

Mathieu Ribatet

References

Demarta, S. and McNeil, A. J. (2005) The t Copula and Related Copulas International Statistical Review 73:1, 111–129.

Davison, A. C., Padoan, S. A. and Ribatet, M. (2010) Statistical Modelling of Spatial Extremes Submitted to Statistical Science.

See Also

fitcopula, rmaxstab, rmaxlin

Examples

n.site <- 25
n.obs <- 50

coord <- matrix(runif(2 * n.site, 0, 10), ncol = 2)

data1 <- rcopula(n.obs, coord, "student", "whitmat", range = 3, DoF = 3)

x <- y <- seq(0, 10, length = 100)
data2 <- rcopula(1, cbind(x, y), "gaussian", "whitmat", range = 3, grid
= TRUE)
image(x, y, log(data2), col = rainbow(64))