negdirspecdens

Spectral density of scaled negative Dirichlet extreme value distribution

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

negdirspecdens 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 negative Dirichlet extreme value distribution — negdirspecdens

<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>

negdirspecdens: Spectral density of scaled negative Dirichlet extreme value distribution

Description

Usage

Value

Arguments

Details