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, par, model, Sigma, loc)

Arguments

n

sample size

j

index of the site or variable

d

dimension of the multivariate distribution

par

a vector of parameters

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.

Value

a n by d matrix containing the sample


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