dot-rPexstud: Generate from extremal Student-t Y \sim {P_x}, where P_{x} is...
In mev: Modelling of Extreme Values
.rPexstud R 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
al
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1
Sigma
a positive semi-definite correlation matrix
Value
a d-vector from P_x
mev documentation built on April 20, 2023, 5:10 p.m.
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| .rPexstud | R 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, ..., |
cholesky |
Cholesky root of transformed correlation matrix |
al |
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1 |
Sigma |
a positive semi-definite correlation 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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