.rPexstud {mev} | R Documentation |
Generate from extremal Student-t Y \sim {P_x}
, where
P_{x}
is probability of extremal function
Description
Generate from extremal Student-t Y \sim {P_x}
, where
P_{x}
is probability of extremal function
Usage
.rPexstud(index, cholesky, sigma, al)
Arguments
index |
index of the location. An integer in 0, ..., |
cholesky |
Cholesky root of transformed correlation matrix |
sigma |
a positive semi-definite correlation matrix |
al |
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1 |
Value
a d
-vector from P_x
[Package mev version 1.17 Index]