dot-rPBrownResnick: Generate from Brown-Resnick process Y \sim {P_x}, where P_{x}...
In mev: Modelling of Extreme Values
.rPBrownResnick R Documentation
Generate from Brown-Resnick process Y \sim {P_x}, where
P_{x} is probability of extremal function
Description
Generate from Brown-Resnick process Y \sim {P_x}, where
P_{x} is probability of extremal function
Usage
.rPBrownResnick(index, Sigma_chol, Sigma)
Arguments
index
index of the location. An integer in 0, ..., d-1
Sigma
a positive definite covariance matrix
Value
a d-vector from P_x
mev documentation built on April 20, 2023, 5:10 p.m.
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| .rPBrownResnick | R Documentation |
Generate from Brown-Resnick process Y \sim {P_x}, where
P_{x} is probability of extremal function
Description
Generate from Brown-Resnick process Y \sim {P_x}, where
P_{x} is probability of extremal function
Usage
.rPBrownResnick(index, Sigma_chol, Sigma)
Arguments
index |
index of the location. An integer in 0, ..., |
Sigma |
a positive definite covariance matrix |
Value
a d-vector from P_x
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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