dot-rexstudspec: Generates from Qi, the spectral measure of the extremal...
In mev: Modelling of Extreme Values
.rexstudspec R Documentation
Generates from Q_i, the spectral measure of the extremal Student model
Description
Generates from Q_i, the spectral measure of the extremal Student model
Usage
.rexstudspec(n, sigma, al)
Arguments
al
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1
index
index of the location. An integer in 0, ..., d-1
Sigma
a positive semi-definite covariance matrix with unit variance
Value
an n by d sample from the spectral distribution
mev documentation built on April 20, 2023, 5:10 p.m.
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| .rexstudspec | R Documentation |
Generates from Q_i, the spectral measure of the extremal Student model
Description
Generates from Q_i, the spectral measure of the extremal Student model
Usage
.rexstudspec(n, sigma, al)
Arguments
al |
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1 |
index |
index of the location. An integer in 0, ..., |
Sigma |
a positive semi-definite covariance matrix with unit variance |
Value
an n by d sample from the spectral distribution
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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