All the files in this publication allow one to reproduce the numerical results (simulation study and application) of the paper "Stochastic derivative estimation for max-stable random fields" by E. Koch and C. Y. Robert (https://doi.org/10.1016/j.ejor.2021.12.026) This publication contains: - 'Code_Section_321.R': R code to reproduce the results of Section 3.2.1 of the paper "Stochastic derivative estimation for max-stable random fields" by E. Koch and C. Y. Robert. - 'Code_Section_322.R': R code to reproduce the results of Section 3.2.2 of the paper "Stochastic derivative estimation for max-stable random fields" by E. Koch and C. Y. Robert. This code requires the package 'Rcpp'. In order to make 'Rccp' work, it is necessary to install Rtools 40, as explained at https://cran.r-project.org/bin/windows/Rtools/rtools40.html - 'Code_Section_332.R': R code to reproduce the results of Section 3.3.2 of the paper "Stochastic derivative estimation for max-stable random fields" by E. Koch and C. Y. Robert. - 'Functions_IPA_LRM.R': contains many R functions used in 'Code_Section_321.R' and 'Code_Section_322.R' - 'Functions_Goodness_Fit.R': contains functions used in 'Code_Section_322.R' - 'SimulationSmith.cpp': C++ code used in 'Code_Section_322.R'. It allows the simulation of the Smith random field. - 'File_coord_RData': 176 x 2 matrix giving (in rows), the coordinates of the 176 grid points considered. The region is a rectangle from 6° to 9.75° longitude and 49.75° to 52.25° latitude, and the resolution is 0.25°. longitude and 0:25°. - 'File_m_seas_max.RData': 42 x 176 data matrix giving, at each of the the 176 grid points, the 42 seasonal maxima (from October to March) of ERA5 hourly 10 m wind gust time series from 1 January 1979 at 08:00 CET to 1 January 2020 at 00:00 CET. See Section 3.3.1 in the paper for more details. The coordinates of the grid point corresponding to the j-th column are given in the j-th row of 'File_coord.RData'. - 'Initialization.RData': Provides initial values needed for some optimizations done in 'Code_Section_332.R'; see the latter file for more details. Note: - The ERA5 data were downloaded from the Copernicus Climate Data Store (https://cds.climate.copernicus.eu/cdsapp#!/dataset/reanalysis-era5-single-levels?tab=form) on 21-23 April 2021. - 'File_m_seas_max.RData' contains modified Copernicus Climate Change Service information [2021]. - Neither the European Commission nor ECMWF is responsible for any use that may be made of the Copernicus information or data it contains. The results of the paper have been obtained with R version 4.0.5 (2021-03-31) -- "Shake and Throw" Platform: x86_64-w64-mingw32/x64 (64-bit)