simu_px_dirichlet: Simulate Dirichlet extremal functions

View source: R/simulation_helpers.R

simu_px_dirichletR Documentation

Simulate Dirichlet extremal functions

Description

Simulates Dirichlet extremal functions

Usage

simu_px_dirichlet(n, d, idx, alpha)

Arguments

n

Number of simulations.

d

Dimension of the multivariate Pareto distribution. In some cases this can be NULL and will be inferred from par.

idx

Integer or numeric vector with n elements. Index/indices from 1 to d, that determine which extremal function to simulate.

alpha

Numeric vector of size d.

Value

Numeric \nxd matrix. Simulated data.


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