.rPHuslerReiss {mev}R Documentation

Generate from extremal Husler-Reiss distribution Y \sim {P_x}, where P_{x} is probability of extremal function

Description

Generate from extremal Husler-Reiss distribution Y \sim {P_x}, where P_{x} is probability of extremal function

Usage

.rPHuslerReiss(index, cholesky, Sigma)

Arguments

index

index of the location. An integer in 0, ..., d-1

cholesky

the Cholesky root of Sigma

Sigma

a covariance matrix formed from the symmetric square matrix of coefficients \lambda^2

Value

a d-vector from P_x


[Package mev version 1.17 Index]