logdVK_HR: Compute censored exponent measure

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Compute censored exponent measure

Description

Computes the (censored) exponent measure density of HR distribution.

Usage

logdVK_HR(x, K, Gamma)

Arguments

x	Numeric vector with d positive elements where the censored exponent measure is to be evaluated.
K	Integer vector, subset of 1, ..., d, the index set that is not censored. Or logical vector of length d, indicating entries that are not censored.
Gamma	d x d variogram matrix or numeric vector with d(d-1)/2 elements, containing the upper triangular part of a variogram matrix.

Value

Numeric. The censored exponent measure of the HR distribution. If no entries are censored, the result of ⁠logdV_HR(x, par⁠ is returned.

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