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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 winbugs及其他软件专版
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2015-03-20

Authors:

Simone A. Padoan, Moreno Bevilacqua

Title:

[download]
(406)
Analysis of Random Fields Using CompRandFld

Reference:

Vol. 63, Issue 9, Feb 2015Submitted 2013-05-31, Accepted 2014-08-25

Type:

Article

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.

Paper:

[download]
(406)
Analysis of Random Fields Using CompRandFld
(application/pdf, 1006.2 KB)

Supplements:

[download]
(31)
CompRandFld_1.0.3-4.tar.gz: R source package
(application/x-gzip, 925 KB)

[download]
(31)
v63i09.R: R example code from the paper
(application/octet-stream, 15.2 KB)

Resources:

BibTeX | OAI


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