dirspecdens

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Collections of functions allowing random number generations and
estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Leo Belzile

lcopula

Liouville Copulas

Christian  Genest

Alexander J. McNeil

Johanna G. Neslehova

dirspecdens function

<dl><dt>param</dt>
<dd>vector containing the parameters \(\alpha\) and \(\rho\), in this order.</dd>
<dt>dat</dt>
<dd>matrix of Frechet or Pareto observations, of dimension \(n\) by \(d\).</dd>
<dt>d</dt>
<dd>dimension of model</dd>
<dt>transform</dt>
<dd>logical indicating whether parameters are on the log scale. Default to <code>TRUE</code></dd></dl>

Arguments

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions — dirspecdens

<dl>

<dt>param</dt>
<dd>vector containing the parameters \(\alpha\) and \(\rho\), in this order.</dd>


<dt>dat</dt>
<dd>matrix of Frechet or Pareto observations, of dimension \(n\) by \(d\).</dd>


<dt>d</dt>
<dd>dimension of model</dd>


<dt>transform</dt>
<dd>logical indicating whether parameters are on the log scale. Default to <code>TRUE</code></dd>

</dl>

dirspecdens: Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Description

Usage

Value

Arguments

Details