.rPBrownResnick {mev} | R Documentation |
Generate from Brown-Resnick process Y \sim {P_x}
, where
P_{x}
is probability of extremal function
Description
Generate from Brown-Resnick process Y \sim {P_x}
, where
P_{x}
is probability of extremal function
Usage
.rPBrownResnick(index, Sigma_chol, Sigma)
Arguments
index |
index of the location. An integer in 0, ..., |
Sigma |
a positive definite covariance matrix |
Value
a d
-vector from P_x
[Package mev version 1.17 Index]