rCMS: Simulation of vectors in the maximum domain of attraction of...
In HiDimMaxStable: Inference on High Dimensional Max-Stable Distributions

Description Usage Arguments Details Examples

Generates realisations of vectors in the maximum domain of attraction of an homogeneous clustered max-stable distribution.

1	rCMS(copulas,margins,classes,params,n=100)

`copulas`	a vector of 'acopula' objects from package `copula` of length `max(classes)` giving the archimedean copulas for each class
`margins`	a vector of objects of 'margin' class of length `max(classes)` giving the marginal distributions for each class
`classes`	a vector of integers indicating for each component the number of its class (from 1 to `max(classes)`)
`params`	a vector of length `2*max(classes)`, giving successively the parameters of the archimedean copula and of the marginal distribution for each class
`n`	an integer giving the number of observations

a vector is generated as the product of two independent random variables: a unit Pareto random variable and a random vector whose components are independent sub-vectors with distributions (copula,margin).

raw.data<-rCMS(copulas=c(copClayton,copGumbel),
               margins=c(marginLnorm,marginFrechet),
               classes=c(rep(1,10),rep(2,10)),
               params=c(0.5,1,1.5,1.7),n=1000)
data<-excess.censor(raw.data)