dot-rPdir: Generate from extremal Dirichlet Y \sim {P_x}, where P_{x} is...
In mev: Modelling of Extreme Values
.rPdir R Documentation
Generate from extremal Dirichlet Y \sim {P_x}, where
P_{x} is the probability of extremal functions from the Dirichlet model of
Coles and Tawn.
Description
Note: we generate from the Dirichlet rather than the Gamma distribution, since the former is parallelized
Usage
.rPdir(d, index, alpha, irv = FALSE)
Arguments
d
dimension of the 1-sample
index
index of the location. An integer in 0, ..., d-1
alpha
a d dimensional vector of positive parameter values for the Dirichlet vector, or
d+1 if the last entry is the index of regular variation of the model, a constant in (0, 1]
irv
should the usual model (FALSE) or the general scaled version (TRUE) be used
Value
a d-vector from P_x
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| .rPdir | R Documentation |
Generate from extremal Dirichlet Y \sim {P_x}, where
P_{x} is the probability of extremal functions from the Dirichlet model of
Coles and Tawn.
Description
Note: we generate from the Dirichlet rather than the Gamma distribution, since the former is parallelized
Usage
.rPdir(d, index, alpha, irv = FALSE)
Arguments
d |
dimension of the 1-sample |
index |
index of the location. An integer in 0, ..., |
alpha |
a |
irv |
should the usual model ( |
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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