mparetomargins: Marginalize multivariate Pareto dataset

View source: R/transformation_functions.R

mparetomarginsR Documentation

Marginalize multivariate Pareto dataset

Description

Marginalize a multivariate Pareto dataset data with respect to the variables in set_indices.

Usage

mparetomargins(data, set_indices)

Arguments

data

Numeric \nxd matrix. A dataset containing observations following a multivariate Pareto distribution.

set_indices

Numeric vector with at most d different elements in 1, ..., d. The variables with respect to which to marginalize the multivariate distribution.

Value

Numeric \eXTimesYnm matrix, where m is the length of set_indices. Marginalized multivariate Pareto data.


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