.rmevasy {mev} | R Documentation |
Random samples from asymmetric logistic distribution
Description
Simulation algorithm of Stephenson (2003), using exact-samples from the logistic
Usage
.rmevasy(n, d, par, asym, ncompo, Sigma, model)
Arguments
n |
sample size |
d |
dimension of the multivariate distribution |
par |
a vector of parameters |
asym |
matrix of bool indicating which component belong to the corresponding row logistic model |
ncompo |
number of components for the (negative) logistic in row |
Sigma |
matrix of asymmetry parameters |
Value
a n
by d
matrix containing the sample
References
Stephenson, A. G. (2003) Simulating multivariate extreme value distributions of logistic type. Extremes, 6(1), 49–60.
Joe, H. (1990). Families of min-stable multivariate exponential and multivariate extreme value distributions, 9, 75–81.
[Package mev version 1.17 Index]