mparetomargins {graphicalExtremes}R Documentation

Marginalize multivariate Pareto dataset

Description

Marginalize a multivariate Pareto dataset data with respect to the variables in set_indices.

Usage

mparetomargins(data, set_indices)

Arguments

data

Numeric n \times d matrix. A dataset containing observations following a multivariate Pareto distribution.

set_indices

Numeric vector with at most d different elements in 1, ..., d. The variables with respect to which to marginalize the multivariate distribution.

Value

Numeric n \times m matrix, where m is the length of set_indices. Marginalized multivariate Pareto data.


[Package graphicalExtremes version 0.3.4 Index]