dot-rmevasy: Random samples from asymmetric logistic distribution

In mev: Modelling of Extreme Values

Random samples from asymmetric logistic distribution

Description

Simulation algorithm of Stephenson (2003), using exact-samples from the logistic

Usage

.rmevasy(n, d, par, asym, ncompo, Sigma, model)

Arguments

n	sample size
d	dimension of the multivariate distribution
par	a vector of parameters
asym	matrix of bool indicating which component belong to the corresponding row logistic model
ncompo	number of components for the (negative) logistic in row
Sigma	matrix of asymmetry parameters

Value

a n by d matrix containing the sample

References

Stephenson, A. G. (2003) Simulating multivariate extreme value distributions of logistic type. Extremes, 6(1), 49–60.

Joe, H. (1990). Families of min-stable multivariate exponential and multivariate extreme value distributions, 9, 75–81.

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