Analysis of Random Fields Using CompRandFld

被引:0
作者
Padon, Simone A. [1 ]
Bevilacqua, Moreno [2 ]
机构
[1] Bocconi Univ Milan, Dept Decison Sci, I-20136 Milan, Italy
[2] Univ Valparaiso, Dept Stast, Playa Ancha 1091, Chile
关键词
binary data; composite likelihood; covariance tapering; environmental data analysis; extremal coefficient; Gaussian random field; geostatistics; kriging; large dataset; max-stable random field; wind speed; COMPOSITE LIKELIHOOD; COVARIANCE FUNCTIONS; SPACE; INFERENCE; MODELS; INDEPENDENCE; PACKAGE;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Statistical analysis based on random fields has become a widely used approach in order to better understand real processes in many fields such as engineering, environmental sciences, etc. Data analysis based on random fields can be sometimes problematic to carry out from the inferential prospective. Examples are when dealing with: large dataset, counts or binary responses and extreme values data. This article explains how to perform, with the R package CompRandFld, challenging statistical analysis based on Gaussian, binary and max-stable random fields. The software provides tools for performing the statistical inference based on the composite likelihood in complex problems where standard likelihood methods are difficult to apply. The principal features are illustrated by means of simulation examples and an application of Irish daily wind speeds.
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页码:1 / 27
页数:27
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