V_HR: Compute exponent measure

In sebastian-engelke/graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Compute exponent measure

Description

Computes the exponent measure of HR distribution.

Usage

V_HR(x, Gamma = NULL, Theta = NULL)

Arguments

x	Numeric vector with d positive elements where the exponent measure is to be evaluated.
Gamma	d x d variogram matrix or numeric vector with d(d-1)/2 elements, containing the upper triangular part of a variogram matrix.
Theta	d x d precision matrix or numeric vector with d(d-1)/2 elements, containing the upper triangular part of a precision matrix.

Details

Only Gamma is needed for the computation. Theta is only used to compute Gamma if necessary.

Value

Numeric. The exponent measure of the HR distribution.

sebastian-engelke/graphicalExtremes documentation built on Jan. 10, 2025, 10:02 a.m.