rextremal: Sample from extremal copulas
In ajmcneil/KendallSignature: Kendall Concordance Signatures
Description
Usage
Arguments
Value
Examples
Description
Sample from extremal copulas
Usage
1
rextremal(k, d)
Arguments
k
a vector of integers between one and 2^(d-1) specifying extremal
copulas in dimension d
d
the dimension of the extremal copula
Value
a matrix with as many rows as the length of k
such that each row is a realisation from an extremal copula in dimension d
Examples
1
ajmcneil/KendallSignature documentation built on Jan. 25, 2022, 11:54 p.m.
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Description Usage Arguments Value Examples
Description
Sample from extremal copulas
Usage
1 | rextremal(k, d)
|
Arguments
k |
a vector of integers between one and 2^(d-1) specifying extremal copulas in dimension d |
d |
the dimension of the extremal copula |
Value
a matrix with as many rows as the length of k such that each row is a realisation from an extremal copula in dimension d
Examples
1 |
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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