specdens: Spectral density of scaled Dirichlet and negative Dirichlet...

In lbelzile/demoroutines: Functions for 'Extremal attractor of Liouville copulas'

Description

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Usage

specdens(param, dat, d, model = c("dir", "negdir", "ct"), transform = TRUE)

Arguments

param	vector containing the parameters α and ρ, in this order.
dat	matrix of Fr<c3><a9>chet or Pareto observations, of dimension n by d.
d	dimension of model
model	string indicating which model to select from "dir", "negdir" and "ct"
transform	logical indicating whether parameters are on the log scale. Default to TRUE

Details

The function is provided as a wrapper and takes parameters on the log scale for α (ρ).

Value

the log-density for the n sample

lbelzile/demoroutines documentation built on May 20, 2019, 8:28 p.m.