.rexstudspec {mev}R Documentation

Generates from Q_i, the spectral measure of the extremal Student model

Description

Generates from Q_i, the spectral measure of the extremal Student model

Usage

.rexstudspec(n, sigma, al)

Arguments

sigma

a positive semi-definite covariance matrix with unit variance

al

the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1

Value

an n by d sample from the spectral distribution


[Package mev version 1.16 Index]