.rmevspec_cpp {mev} | R Documentation |
Generate from Q_i
, the spectral measure of a given multivariate extreme value model
.rmevspec_cpp(n, d, par, model, Sigma, loc)
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 and extremal student, symmetric matrix
of squared coefficients |
loc |
matrix of locations for the Smith model |
a n
by d
matrix containing the sample
Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes, Biometrika, 103(2), 303–317.
Boldi (2009). A note on the representation of parametric models for multivariate extremes. Extremes 12, 211–218.