.rmevA2 {mev} | R Documentation |
Multivariate extreme value distribution sampling algorithm via extremal functions
Description
Code implementing Algorithm 2 in Dombry, Engelke and Oesting (2016)
Usage
.rmevA2(n, d, par, model, Sigma, loc)
Arguments
n |
sample size |
d |
dimension of the multivariate distribution |
par |
a vector of parameters |
model |
integer, currently ranging from 1 to 9, corresponding respectively to
(1) |
Sigma |
covariance matrix for Brown-Resnick, Smith and extremal student. Default for compatibility |
loc |
matrix of location for Smith model. |
Value
a n
by d
matrix containing the sample
[Package mev version 1.17 Index]