Q_i, the spectral measure of the pairwise Beta model
This model was introduced in Cooley, Davis and Naveau (2010). The sample is drawn from a mixture and the algorithm follows from the proof of Theorem 1 in Ballani and Schlather (2011) and is written in full in Algorithm 1 of Sabourin et al. (2013).
.rpairbetaspec(n, d, alpha, beta)
vector of all pairwise component (lexicographic order, by row)
a matrix of samples from the angular distribution
d sample from the spectral distribution
Cooley, D., R.A. Davis and P. Naveau (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes, Journal of Multivariate Analysis, 101(9), 2103–2117.
Ballani, D. and M. Schlather (2011). A construction principle for multivariate extreme value distributions, Biometrika, 98(3), 633–645.
Sabourin, A., P. Naveau and A. Fougeres (2013). Bayesian model averaging for extremes, Extremes, 16, 325–350.
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