.rPHuslerReiss {mev} | R Documentation |
Generate from extremal Husler-Reiss distribution Y \sim {P_x}
, where
P_{x}
is probability of extremal function
Description
Generate from extremal Husler-Reiss distribution Y \sim {P_x}
, where
P_{x}
is probability of extremal function
Usage
.rPHuslerReiss(index, cholesky, Sigma)
Arguments
index |
index of the location. An integer in 0, ..., |
cholesky |
the Cholesky root of |
Sigma |
a covariance matrix formed from the symmetric square matrix of coefficients |
Value
a d
-vector from P_x
[Package mev version 1.17 Index]