Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Simone A. Padoan, Moreno Bevilacqua
Title: Analysis of Random Fields Using CompRandFld
Abstract: 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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Paper: Analysis of Random Fields Using CompRandFld     Download PDF (Downloads: 2267)
CompRandFld_1.0.3-4.tar.gz: R source package Download (Downloads: 234; 924KB)
v63i09.R: R example code from the paper Download (Downloads: 302; 15KB)

DOI: 10.18637/jss.v063.i09

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.