dot-rmevspec_cpp: Random sampling from spectral distribution on l1 sphere
In mev: Modelling of Extreme Values
.rmevspec_cpp R Documentation
Random sampling from spectral distribution on l1 sphere
Description
Generate from Q_i, the spectral measure of a given multivariate extreme value model
Usage
.rmevspec_cpp(n, d, par, model, Sigma, loc)
Arguments
n
sample size
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 and extremal student, symmetric matrix
of squared coefficients \lambda^2 for Husler-Reiss. Default for compatibility
loc
matrix of locations for the Smith model
Value
a n by d matrix containing the sample
References
Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes,
Biometrika, 103(2), 303–317.
Boldi (2009). A note on the representation of parametric models for multivariate extremes. Extremes 12, 211–218.
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| .rmevspec_cpp | R Documentation |
Random sampling from spectral distribution on l1 sphere
Description
Generate from Q_i, the spectral measure of a given multivariate extreme value model
Usage
.rmevspec_cpp(n, d, par, model, Sigma, loc)
Arguments
n |
sample size |
d |
dimension of the multivariate distribution |
par |
a vector of parameters |
model |
integer, currently ranging from 1 to 9, corresponding respectively to
(1) |
Sigma |
covariance matrix for Brown-Resnick and extremal student, symmetric matrix
of squared coefficients |
loc |
matrix of locations for the Smith model |
Value
a n by d matrix containing the sample
References
Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes, Biometrika, 103(2), 303–317.
Boldi (2009). A note on the representation of parametric models for multivariate extremes. Extremes 12, 211–218.
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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