TaylorContour {cope}R Documentation

Computes tail probabilities of a Gaussian field on a contour with Taylor's method.

Description

Computes tail probabilities of a Gaussian field on a contour with Taylor's method.

Usage

TaylorContour(x, y, cont, R)

Arguments

x

x-Coordinates of the grid on which the data is observed.

y

y-Coordinates of the grid on which the data is observed.

cont

The contour of f at value level

R

An array of dimension c(length(x),length(y),n) containing the realizations of the field.

Value

A function g that computes for u>0 the probility that the supremum of the field exceeds u.


[Package cope version 0.2.3 Index]