simu_px_HR {graphicalExtremes} | R Documentation |
Simulate HR extremal functions
Description
Simulates the Huesler-Reiss extremal functions
Usage
simu_px_HR(n, d, idx, trend, chol_mat)
Arguments
n |
Number of simulations. |
d |
Dimension of the multivariate Pareto distribution.
In some cases this can be |
idx |
Integer. Index corresponding to the variable over which the extremal function is simulated. |
trend |
Numeric. Trend corresponding to the variable |
chol_mat |
Numeric matrix |
Value
Numeric n \times d
matrix. Simulated data.
[Package graphicalExtremes version 0.3.4 Index]