dot-rPsite: Samples from exceedances at site (scaled extremal function...

.rPsiteR Documentation

Samples from exceedances at site (scaled extremal function definition)

Description

Samples from exceedances at site (scaled extremal function definition)

Usage

.rPsite(n, j, d, para, model, Sigma, loc)

Arguments

n

sample size

d

dimension of the multivariate distribution

model

integer, currently ranging from 1 to 9, corresponding respectively to (1) log, (2) neglog, (3) dirmix, (4) bilog, (5) extstud, (6) br, (7) ct and sdir, (8) smith and (9) hr.

Sigma

covariance matrix for Brown-Resnick, Smith and extremal student. Default for compatibility

loc

matrix of location for Smith model.

index

index of the site or variable

param

a vector of parameters

Value

a n by d matrix containing the sample


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