.rpairbetaspec | R Documentation |

`Q_i`

, the spectral measure of the pairwise Beta modelThis 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)
```

`n` |
sample size |

`alpha` |
concentration parameter |

`beta` |
vector of all pairwise component (lexicographic order, by row) |

a matrix of samples from the angular distribution

an `n`

by `d`

sample from the spectral distribution

Leo Belzile

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.

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

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