rextremalmix: Sample from extremal mixture copula
In ajmcneil/KendallSignature: Kendall Concordance Signatures
Description
Usage
Arguments
Value
Examples
Description
Sample from extremal mixture copula
Usage
1
rextremalmix(w, n = 1)
Arguments
w
vector of weights specifing the extremal mixture copula
n
number of realisations to generate
Value
a matrix with n rows where each row is a a realisation from the
extremal mixture copula
Examples
1
rextremalmix(rep(1, 8)/8, 100)
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 mixture copula
Usage
1 | rextremalmix(w, n = 1)
|
Arguments
w |
vector of weights specifing the extremal mixture copula |
n |
number of realisations to generate |
Value
a matrix with n rows where each row is a a realisation from the extremal mixture copula
Examples
1 | rextremalmix(rep(1, 8)/8, 100)
|
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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