dm.expar.D3k3: Example of valid Dirichlet mixture parameter for tri-variate...

In lbelzile/BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Example of valid Dirichlet mixture parameter for tri-variate extremes.

Description

The Dirichlet mixture density has three components, the center of mass of the three columns of Mu, with weights wei is (1/3,1/3,1/3): the centroid of the two dimensional unit simplex.

Format

A list made of

Mu

A 3*3 matrix, which rows sum to one, such that the center of mass of the three column vectors (weighted with wei) is the centroid of the simplex: each column is the center of a Dirichlet mixture component.

wei

A vector of length three, summing to one: the mixture weights

lnu

A vector of length three: the logarithm of the concentration parameters.

lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.