findextremal: Determine extremal mixture representation from full...
In ajmcneil/KendallSignature: Kendall Concordance Signatures

Determine extremal mixture representation from full concordance signature

1	findextremal(B, named = TRUE)

`B`	full concordance signature
`named`	logical value to determine whether weights are named

vector of weights of extremal copula

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P <- 0.7 * matrix(1, nrow = 3, ncol = 3) + 0.3 * diag(3)
B <- consignature(P)
findextremal(B)

ajmcneil/KendallSignature documentation built on Jan. 25, 2022, 11:54 p.m.

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