dot-rdirmixspec: Generates from Qi, the spectral measure of the Dirichlet...

In mev: Modelling of Extreme Values

Generates from Q_i, the spectral measure of the Dirichlet mixture model

Description

Simulation algorithm of Dombry et al. (2015)

Usage

.rdirmixspec(n, d, alpha, weight)

Arguments

n	sample size
d	dimension of the 1-sample
alpha	a d \times n dimensional vector of positive parameter values for the Dirichlet vector
weight	a m vector of mixture weights, which sum to 1

Value

an n by d sample from the spectral distribution

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