dot-rPHuslerReiss: Generate from extremal Husler-Reiss distribution Y \sim...
In mev: Modelling of Extreme Values
.rPHuslerReiss R Documentation
Generate from extremal Husler-Reiss distribution Y \sim {P_x}, where
P_{x} is probability of extremal function
Description
Generate from extremal Husler-Reiss distribution Y \sim {P_x}, where
P_{x} is probability of extremal function
Usage
.rPHuslerReiss(index, cholesky, Sigma)
Arguments
index
index of the location. An integer in 0, ..., d-1
cholesky
the Cholesky root of Sigma
Sigma
a covariance matrix formed from the symmetric square matrix of coefficients \lambda^2
Value
a d-vector from P_x
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| .rPHuslerReiss | R Documentation |
Generate from extremal Husler-Reiss distribution Y \sim {P_x}, where
P_{x} is probability of extremal function
Description
Generate from extremal Husler-Reiss distribution Y \sim {P_x}, where
P_{x} is probability of extremal function
Usage
.rPHuslerReiss(index, cholesky, Sigma)
Arguments
index |
index of the location. An integer in 0, ..., |
cholesky |
the Cholesky root of |
Sigma |
a covariance matrix formed from the symmetric square matrix of coefficients |
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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