simu_px_HR: Simulate HR extremal functions
In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models
View source: R/simulation_helpers.R
simu_px_HR R Documentation
Simulate HR extremal functions
Description
Simulates the Huesler-Reiss extremal functions
Usage
simu_px_HR(n, d, idx, trend, chol_mat)
Arguments
n
Number of simulations.
d
Dimension of the multivariate Pareto distribution.
In some cases this can be NULL and will be inferred from par.
idx
Integer. Index corresponding to the variable over which
the extremal function is simulated.
trend
Numeric. Trend corresponding to the variable idx.
chol_mat
Numeric matrix \dxd.
Cholesky decomposition of the desired covariance matrix.
Value
Numeric \nxd matrix. Simulated data.
graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.
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View source: R/simulation_helpers.R
| simu_px_HR | R Documentation |
Simulate HR extremal functions
Description
Simulates the Huesler-Reiss extremal functions
Usage
simu_px_HR(n, d, idx, trend, chol_mat)
Arguments
n |
Number of simulations. |
d |
Dimension of the multivariate Pareto distribution.
In some cases this can be |
idx |
Integer. Index corresponding to the variable over which the extremal function is simulated. |
trend |
Numeric. Trend corresponding to the variable |
chol_mat |
Numeric matrix \dxd. Cholesky decomposition of the desired covariance matrix. |
Value
Numeric \nxd matrix. Simulated data.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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