.rwdirbsspec {mev} | R Documentation |
Generates from Q_i
, the spectral measure of the weighted Dirichlet model
Description
This model was introduced in Ballani and Schlather (2011).
Usage
.rwdirbsspec(n, d, alpha, beta)
Arguments
n |
sample size |
alpha |
vector of concentration parameters |
beta |
vector of Dirichlet components |
Value
a matrix of samples from the angular distribution
an n
by d
sample from the spectral distribution
Author(s)
Leo Belzile
References
Ballani, D. and M. Schlather (2011). A construction principle for multivariate extreme value distributions, Biometrika, 98(3), 633–645.
[Package mev version 1.17 Index]