dot-rwdirbsspec: Generates from Qi, the spectral measure of the weighted...

In mev: Modelling of Extreme Values

Generates from Q_i, the spectral measure of the weighted Dirichlet model

Description

This model was introduced in Ballani and Schlather (2011).

Usage

.rwdirbsspec(n, d, alpha, beta)

Arguments

n	sample size
alpha	vector of concentration parameters
beta	vector of Dirichlet components

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 April 20, 2023, 5:10 p.m.