\name{ExtremalGaussian} \alias{RPschlather} \alias{extremal Gaussian} \alias{extremal Gaussian process} \title{Extremal Gaussian process} \description{ \command{RPschlather} defines an extremal Gaussian process. } \usage{ RPschlather(phi, tcf, xi, mu, s) } \arguments{ \item{phi}{an \command{\link{RMmodel}}, see Details.} \item{tcf}{an \command{\link{RMmodel}} specifying the extremal correlation function; either \code{phi} or \code{tcf} must be given.} \item{xi,mu,s}{the extreme value index, the location parameter and the scale parameter, respectively, of the generalized extreme value distribution. See Details. } } \details{ The argument \code{xi} is always a number, i.e. \eqn{\xi} is constant in space. In contrast, \eqn{\mu} and \eqn{s} might be constant numerical value or given a \code{\link{RMmodel}}, in particular by a \code{\link{RMtrend}} model. The default values of \eqn{mu} and \eqn{s} are \eqn{1} and \eqn{z\xi}, respectively. The argument \code{phi} can be any random field for which the expectation of the positive part is known at the origin. It simulates Extremal Gaussian process \eqn{Z} (also called \dQuote{Schlather model}), which is defined by \deqn{Z(x) = \max_{i=1}^\infty X_i \max(0, Y_i(x)), }{Z(x) = max_{i=1, 2, ...} X_i * max(0, Y_i(x)),} where the \eqn{X_i} are the points of a Poisson point process on the positive real half-axis with intensity \eqn{c x^{-2} dx}{c/x^2 dx}, \eqn{Y_i \sim Y}{Y_i ~ Y} are iid stationary Gaussian processes with a covariance function given by \code{model}, and \eqn{c} is chosen such that \eqn{Z} has standard Frechet margins. \code{model} must represent a stationary covariance model. } \note{Advanced options are \code{maxpoints} and \code{max_gauss}, see \command{\link{RFoptions}}.} \author{Martin Schlather, \email{schlather@math.uni-mannheim.de} \url{http://ms.math.uni-mannheim.de/de/publications/software} } \examples{ RFoptions(seed=0, xi=0) ## seed=0: *ANY* simulation will have the random seed 0; set ## RFoptions(seed=NA) to make them all random again ## xi=0: any simulated max-staable random field has extreme value index 0 x <- seq(0, 2, if (interactive()) 0.01 else 1) ## standard use of RPschlather (i.e. a standardized Gaussian field) z <- RFsimulate(RPschlather(RMgauss()), x) plot(z, type="l") ## the following refers to the standard use, but obviously is incorrect try(RFsimulate(model=RPschlather(RMgauss(var=2)), x=x, grid=TRUE)) ## the following refers to the generalized use of RPschlather, where ## any random field can be used. Note that 'z' and 'z2' have the same ## .Random.seed (and the same simulation method), hence the same values z2 <- RFsimulate(model=RPschlather(RPgauss(RMgauss(var=2))), x=x, grid=TRUE) plot(z2, type="l") all.equal(z, z2) # true \dontshow{if (.C("isAuthor", a=integer(1))$a) { # OK model <- RMgauss() x <- seq(0,10, 0.02) z <- RFsimulate(RPschlather(model, xi=0), x, n=if (interactive()) 100 else 1) plot(z) hist(unlist(z@data), 50, freq=FALSE) curve(exp(-x) * exp(-exp(-x)), from=-3, to=8, add=TRUE) ## for some more sophisticated models see 'maxstableAdvanced' }} \dontshow{FinalizeExample()} } \seealso{ \command{\link{RMmodel}}, \command{\link{RPgauss}}, \command{\link{maxstable}}, \command{\link{maxstableAdvanced}} } \keyword{spatial}