At this point we have performed the Max-and-Smooth estimation procedure and obtained samples from the posterior distribution of the location-wise GEV parameters.
In this analysis we
use these estimates to obtain posterior predictions of the observed extreme precipitation observations in the form of probability values in the range (0, 1).
We then convert these probabilities into t-distributed observations by using the quantile function of the t-distribution with mean 0, variance 1 and degrees-of-freedom 3.
Using these t-distributed variables we want to find out how much the observed discrepancies are correlated with the discrepancies of a location’s neighbors