.rPexstud | R Documentation |
Y \sim {P_x}
, where
P_{x}
is probability of extremal functionGenerate from extremal Student-t Y \sim {P_x}
, where
P_{x}
is probability of extremal function
.rPexstud(index, cholesky, sigma, al)
index |
index of the location. An integer in 0, ..., |
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 |
a d
-vector from P_x
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