.rpairexpspec {mev} | R Documentation |
Generates from Q_i
, the spectral measure of the pairwise exponential model
Description
The sample is drawn from a mixture and the algorithm follows from the proof of Theorem 1 in Ballani and Schlather (2011).
Usage
.rpairexpspec(n, d, alpha, beta)
Arguments
n |
sample size |
alpha |
concentration parameter |
beta |
vector of all pairwise component (lexicographic order, by row) |
Value
a matrix of samples from the angular distribution
an n
by d
sample from the spectral distribution
Author(s)
Leo Belzile
References
Ballani, D. and M. Schlather (2011). A construction principle for multivariate extreme value distributions, Biometrika, 98(3), 633–645.
[Package mev version 1.17 Index]