dot-rwdirbsspec: Generates from Qi, the spectral measure of the weighted...
In mev: Modelling of Extreme Values
.rwdirbsspec R Documentation
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 Sept. 11, 2024, 8:14 p.m.
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| .rwdirbsspec | R Documentation |
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.
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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