selectGrid {tailDepFun}

Selects a grid of indices.

Description

Returns a regular grid of indices in which to evaluate the stable tail dependence function.

Usage

selectGrid(cst, d, nonzero = 2, locations = NULL, maxDistance = 10^6)

Arguments

cst

A vector containing the values used to construct the grid. Must contain 0.

d

An integer, representing the dimension.

nonzero

An vector containing integers between 2 and d, representing the number of non-zero elements in every row of the grid. Defaults to 2.

locations

A d x 2 matrix containing the Cartesian coordinates of d points in the plane. Used for the Brown-Resnick process only. If not NULL, then cst must be c(0,1) and nonzero must be 2.

maxDistance

If locations is not NULL, pairs of locations with distance not larger than maxDistance will be selected.

Value

A matrix with q rows and d columns, where every row represents a vector in which we will evaluate the stable tail dependence function (for the weighted least squares estimator) or where every row indicates which pairs of variables to use (for the M-estimator)

Examples

selectGrid(cst = c(0,0.5,1), d = 3, nonzero = c(2,3))
locations <- cbind(rep(1:3, each = 3), rep(1:3,3))
selectGrid(c(0,1), d = 9, locations = locations, maxDistance = 1.5)