dot-rbrspec: Generates from Qi, the spectral measure of the Brown-Resnick...

.rbrspecR Documentation

Generates from Q_i, the spectral measure of the Brown-Resnick model

Description

Simulation algorithm of Dombry et al. (2015)

Usage

.rbrspec(n, Sigma_chol, Sigma)

Arguments

n

sample size

Sigma_chol

Cholesky root of Sigma

Sigma

d-dimensional covariance matrix

Value

an n by d sample from the spectral distribution

References

Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes, Biometrika, 103(2), 303–317.


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