dot-rPexstud: Generate from extremal Student-t Y \sim {P_x}, where P_{x} is...

.rPexstudR Documentation

Generate from extremal Student-t Y \sim {P_x}, where P_{x} is probability of extremal function

Description

Generate from extremal Student-t Y \sim {P_x}, where P_{x} is probability of extremal function

Usage

.rPexstud(index, cholesky, sigma, al)

Arguments

index

index of the location. An integer in 0, ..., d-1

cholesky

Cholesky root of transformed correlation matrix

sigma

a positive semi-definite correlation matrix

al

the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1

Value

a d-vector from P_x


mev documentation built on Sept. 11, 2024, 8:14 p.m.