graphsMapEmp {satdad}

Empirical graphs drawn on geographical maps of the tail dependence structure.

Description

Empirical tail dependograph and Empirical inverse extremal coefficients graph drawn on geographical maps for the tail dependence structure of sample associated with threshold k.

Usage

graphsMapEmp(
  sample,
  k,
  which = "taildependograph",
  names = NULL,
  coord,
  region = NULL,
  select = NULL,
  thick.td = 5,
  thick.ec = 5,
  eps = 0.03
)

Arguments

sample

A (n times d) matrix.

k

An integer smaller or equal to n.

which

A character string: both, taildependograph (the default) or iecgraph.

names

A character vector for sample columns which replaces as.character(1:d) (the default ones).

coord

Latitudes and Longitudes associated with sample columns associated to region map when region is furnished.

region

A geographical region from maps package. The default value is NULL.

select

If select is NULL (the default) all edges are plotted. If select is an integer between 1 and the number of possible pairs of components of sample, then only the select largest edges are plotted.

thick.td

A numeric value for the maximal thickness of edges in taildependograph. Default value is 5.

thick.ec

A numeric value for the maximal thickness of edges in iecgraph. Default value is 5.

eps

A numerical graphical value fixing the distance between the plotted point and its names. The default value is 0.03.

Value

It returns both (or one among) the empirical tail dependograph and the empirical inverse extremal coefficients graph on a geographical map of the sample.

The empirical tail dependograph on a geographical map represents the pairwise empirical tail superset importance coefficients of the locations associated with sample columns, see Mercadier, C. and Roustant, O. (2019). These indices are computed by the function tsicEmp. It measures how much a pair of components (included supersets of this pair of components) is involved in the asymptotic dependence of the sample.

The empirical inverse extremal coefficients graph on a geographical map represents empirical pairwise coefficients of the locations associated with sample columns that estimate 1-\ell(1_i,1_j,\bold{0})/2.

Author(s)

Cécile Mercadier ([e-mail])

References

Mercadier, C. and Roustant, O. (2019) The tail dependograph. Extremes, 22, 343–372.

Becker, R. A., Wilks, A. R. (Original S code), Brownrigg, R. (R version), Minka, T. P. and Deckmyn A. (Enhancements). (2022) maps : Draw Geographical Maps. R package version 3.4.1.

See Also

graphsEmp

Examples

data(France)

## Figure 9 (a) of Mercadier  and Roustant (2019).
graphsMapEmp(France$ymt, k = 55,
 coord = France$coord,  region = 'France', select = 9)

## Figure 9 (b) of Mercadier  and Roustant (2019).
graphsMapEmp(France$ymt, k = 55,
 coord = France$coord,  region = 'France', select = 30)

## Figure 9 (c) of Mercadier  and Roustant (2019).
graphsMapEmp(France$ymt, k = 55,
 coord = France$coord,  region = 'France')