selectGrid function

Selects a grid of indices.

Returns a regular grid of indices in which to evaluate the stable tail dependence function.

selectGrid(cst, d, nonzero = 2, locations = NULL, maxDistance = 10^6)

Arguments

• cst: A vector containing the values used to construct the grid. Must contain 0.
• d: An integer, representing the dimension.
• nonzero: An vector containing integers between $2$ and $d$, representing the number of non-zero elements in every row of the grid. Defaults to $2$.
• locations: A d x $2$ matrix containing the Cartesian coordinates of $d$ points in the plane. Used for the Brown-Resnick process only. If not NULL, then cst must be c(0,1) and nonzero must be 2.
• maxDistance: If locations is not NULL, pairs of locations with distance not larger than maxDistance will be selected.

Returns

A matrix with q rows and d columns, where every row represents a vector in which we will evaluate the stable tail dependence function (for the weighted least squares estimator) or where every row indicates which pairs of variables to use (for the M-estimator)

Examples

selectGrid(cst = c(0,0.5,1), d = 3, nonzero = c(2,3))
locations <- cbind(rep(1:3, each = 3), rep(1:3,3))
selectGrid(c(0,1), d = 9, locations = locations, maxDistance = 1.5)