dot-rPdirmix: Generate from extremal Dirichlet Y \sim {P_x}, where P_{x} is...
In mev: Modelling of Extreme Values

.rPdirmix

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Generate from extremal Dirichlet `Y \sim {P_x}`, where `P_{x}` is the probability of extremal functions from a Dirichlet mixture

Generate from extremal Dirichlet Y \sim {P_x}, where P_{x} is the probability of extremal functions from a Dirichlet mixture

.rPdirmix(d, index, alpha, weight)

`d`	dimension of the 1-sample
`index`	index of the location. An integer in 0, ..., `d-1`
`alpha`	a `d \times n` dimensional vector of positive parameter values for the Dirichlet vector
`weight`	a `m` vector of mixture weights, which sum to 1

a d-vector from P_x

mev documentation built on April 20, 2023, 5:10 p.m.

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Exact unconditional sampling from max-stable random vectors

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