V_HR: Compute exponent measure

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Compute exponent measure

Description

Computes the exponent measure of HR distribution.

Usage

V_HR(x, Gamma = NULL, Theta = NULL)

Arguments

x	Numeric vector with d positive elements where the exponent measure is to be evaluated.
Gamma	d x d variogram matrix or numeric vector with d(d-1)/2 elements, containing the upper triangular part of a variogram matrix.
Theta	d x d precision matrix or numeric vector with d(d-1)/2 elements, containing the upper triangular part of a precision matrix.

Details

Only Gamma is needed for the computation. Theta is only used to compute Gamma if necessary.

Value

Numeric. The exponent measure of the HR distribution.

graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.