.rdirspec {mev} | R Documentation |
Generates from Q_i
, the spectral measure of the extremal Dirichlet
model
Description
This model was introduced in Coles and Tawn (1991); the present method uses the simulation algorithm of Boldi (2009) for the extremal Dirichlet model
Usage
.rdirspec(n, d, alpha, irv = FALSE)
Arguments
n |
sample size |
d |
dimension of sample |
alpha |
vector of Dirichlet parameters of dimension |
irv |
should the usual model ( |
Value
an n
by d
sample from the spectral distribution
References
Boldi (2009). A note on the representation of parametric models for multivariate extremes. Extremes 12, 211–218.
[Package mev version 1.17 Index]