Leeds: Tri-variate 'angular' data set approximately distributed...
In lbelzile/BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure
Leeds R Documentation
Tri-variate ‘angular’ data set approximately distributed according to a multivariate extremes angular distribution
Description
The data set is constructed from coordinates (columns) 1,2,3 of frechetdat.
It contains 100 angular points corresponding to the tri-variate vectors V=(X,Y,Z) with largest L^1 norm (||V||=X+Y+Z). The angular points are obtained by ‘normalizing’: e.g.,
x=X/||V||. Thus,
each row in Leeds is a point on the two-dimensional simplex : x+y+z=1.
Format
A 100*3 - matrix.
References
COOLEY, D., DAVIS, R. and NAVEAU, P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117
RESNICK, S. (1987). Extreme values, regular variation, and point processes, Applied Probability. A, vol. 4,
Series of the Applied Probability Trust. Springer-Verlag, New York.
lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.
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| Leeds | R Documentation |
Tri-variate ‘angular’ data set approximately distributed according to a multivariate extremes angular distribution
Description
The data set is constructed from coordinates (columns) 1,2,3 of frechetdat.
It contains 100 angular points corresponding to the tri-variate vectors V=(X,Y,Z) with largest L^1 norm (||V||=X+Y+Z). The angular points are obtained by ‘normalizing’: e.g.,
x=X/||V||. Thus,
each row in Leeds is a point on the two-dimensional simplex : x+y+z=1.
Format
A 100*3 - matrix.
References
COOLEY, D., DAVIS, R. and NAVEAU, P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117
RESNICK, S. (1987). Extreme values, regular variation, and point processes, Applied Probability. A, vol. 4, Series of the Applied Probability Trust. Springer-Verlag, New York.
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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