dot-rsmithspec: Generates from Qi, the spectral measure of the Smith model...
In mev: Modelling of Extreme Values
.rsmithspec R Documentation
Generates from Q_i, the spectral measure of the Smith model (moving maxima)
Description
Simulation algorithm of Dombry et al. (2015)
Usage
.rsmithspec(n, Sigma_chol, loc)
Arguments
n
sample size
Sigma_chol
Cholesky decomposition of the d-dimensional covariance matrix (upper triangular)
loc
location matrix
Value
an n by d sample from the spectral distribution
References
Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes,
Biometrika, 103(2), 303–317.
mev documentation built on Sept. 11, 2024, 8:14 p.m.
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| .rsmithspec | R Documentation |
Generates from Q_i, the spectral measure of the Smith model (moving maxima)
Description
Simulation algorithm of Dombry et al. (2015)
Usage
.rsmithspec(n, Sigma_chol, loc)
Arguments
n |
sample size |
Sigma_chol |
Cholesky decomposition of the |
loc |
location matrix |
Value
an n by d sample from the spectral distribution
References
Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes, Biometrika, 103(2), 303–317.
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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