.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, ..., d-1

Sigma

a positive definite covariance matrix

Value

a d-vector from P_x


[Package mev version 1.16 Index]