.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 1.17 Index]