dot-rpairexpspec: Generates from Qi, the spectral measure of the pairwise...

In mev: Modelling of Extreme Values

Generates from Q_i, the spectral measure of the pairwise exponential model

Description

The sample is drawn from a mixture and the algorithm follows from the proof of Theorem 1 in Ballani and Schlather (2011).

Usage

.rpairexpspec(n, d, alpha, beta)

Arguments

n	sample size
alpha	concentration parameter
beta	vector of all pairwise component (lexicographic order, by row)

Value

a matrix of samples from the angular distribution

an n by d sample from the spectral distribution

Author(s)

Leo Belzile

References

Ballani, D. and M. Schlather (2011). A construction principle for multivariate extreme value distributions, Biometrika, 98(3), 633–645.

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