.rPsite {mev} | R Documentation |
Samples from exceedances at site (scaled extremal function definition)
Description
Samples from exceedances at site (scaled extremal function definition)
Usage
.rPsite(n, j, d, par, model, Sigma, loc)
Arguments
n |
sample size |
j |
index of the site or variable |
d |
dimension of the multivariate distribution |
par |
a vector of parameters |
model |
integer, currently ranging from 1 to 9, corresponding respectively to
(1) |
Sigma |
covariance matrix for Brown-Resnick, Smith and extremal student. Default for compatibility |
loc |
matrix of location for Smith model. |
Value
a n
by d
matrix containing the sample
[Package mev version 1.17 Index]