dot-rexstudspec: Generates from Qi, the spectral measure of the extremal...
In lbelzile/mev: Modelling of Extreme Values
.rexstudspec R Documentation
Generates from Q_i, the spectral measure of the extremal Student model
Description
Generates from Q_i, the spectral measure of the extremal Student model
Usage
.rexstudspec(n, sigma, al)
Arguments
sigma
a positive semi-definite covariance matrix with unit variance
al
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1
Value
an n by d sample from the spectral distribution
lbelzile/mev documentation built on June 14, 2025, 6:40 p.m.
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| .rexstudspec | R Documentation |
Generates from Q_i, the spectral measure of the extremal Student model
Description
Generates from Q_i, the spectral measure of the extremal Student model
Usage
.rexstudspec(n, sigma, al)
Arguments
sigma |
a positive semi-definite covariance matrix with unit variance |
al |
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1 |
Value
an n by d sample from the spectral distribution
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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