https://github.com/cran/RandomFields
Tip revision: 683e381531c37e8e7224edd899422f119d926418 authored by Martin Schlather on 21 January 2014, 00:00:00 UTC
version 3.0.10
version 3.0.10
Tip revision: 683e381
RMbrownresnick.Rd
\name{RMbrownresnick}
\alias{RMbrownresnick}
\title{Tail correlation function of the Brown-Resnick process}
\description{
\command{RMbrownresnick} defines
the tail correlation function of the Brown-Resnick process.
\deqn{C(h) = 2 - 2\Phi(\sqrt{\gamma(h) / 2})}
where \eqn{Phi} is the standard normal distribution function.
}
\usage{
RMbrownresnick(phi, var, scale, Aniso, proj);
}
\arguments{
\item{phi}{variogram of class \code{\link[=RMmodel-class]{RMmodel}}.}
\item{var,scale,Aniso,proj}{optional parameters; same meaning for any
\command{\link{RMmodel}}. If not passed, the above
covariance function remains unmodified.}
}
\value{
object of class \code{\link[=RMmodel-class]{RMmodel}}
}
\details{
For a given \command{\link{RMmodel}} the function
\code{\link{RMbrownresnick}(\link{RMmodel}())} 'returns' the tail correlation
function of a Brown-Resnick process with variogram \command{\link{RMmodel}}.
}
\references{
Kabluchko, Z., Schlather, M. & de Haan, L (2009)
Stationary max-stable random fields associated to negative definite functions
\emph{Ann. Probab.} \bold{37}, 2042-2065.
}
\seealso{
\command{\link{RFsimulate}},
\command{\link{RMstrokorb}},
\command{\link{RMmodel}}.
}
\examples{
RFoptions(seed=0)
#plot covariance model of type RMbrownresnick
RMmodel <- RMfbm(alpha=1.5, scale=0.2)
plot(RMbrownresnick(RMmodel))
#simulate and plot corresponding Gaussian random field
x <- if (interactive()) seq(-5, 5, 0.05) else seq(-5, 5, 5)
z <- RFsimulate(RMbrownresnick(RMmodel), x=x, y=x, grid=TRUE, print=6)
plot(z)
\dontshow{RFoptions(seed=NA)}
}
\author{Martin Schlather, \email{schlather@math.uni-mannheim.de}
\url{http://ms.math.uni-mannheim.de}
}
\keyword{spatial}