mparetomargins: Marginalize multivariate Pareto dataset

Description Usage Arguments Value

View source: R/transformation_functions.R

Description

Marginalize a multivariate Pareto dataset data with respect to the variables in set_indices.

Usage

1
mparetomargins(data, set_indices)

Arguments

data

Numeric matrix n x d. A dataset containing observations following a multivariate Pareto distribution.

set_indices

Numeric vector with at most d different elements in 1, ..., d. The variables with respect to which to marginalize the multivariate distribution.

Value

Numeric matrix n x m, where m is the length of set_indices. Marginalized multivariate Pareto data.


graphicalExtremes documentation built on Nov. 8, 2019, 5:07 p.m.