.rwexpbsspec {mev} | R Documentation |
Q_i
, the spectral measure of the weighted exponential modelThis model was introduced in Ballani and Schlather (2011).
.rwexpbsspec(n, d, alpha, beta)
n |
sample size |
alpha |
vector of concentration parameters |
beta |
vector of Dirichlet components |
a matrix of samples from the angular distribution
an n
by d
sample from the spectral distribution
Leo Belzile
Ballani, D. and M. Schlather (2011). A construction principle for multivariate extreme value distributions, Biometrika, 98(3), 633–645.