.mvasym.check

Takes a list of asymmetry parameters with an associated dependence vector and returns
the corresponding asymmetry matrix for the asymmetric logistic and asymmetric negative logistic models

internal

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

.mvasym.check function

<dl><dt>asy</dt>
<dd>a list of \(2^d-1\) asymmetry components, as in Stephenson bvevd functions</dd>
<dt>dep</dt>
<dd>vector of \(2^d-d-1\) values for the dependence parameter</dd>
<dt>d</dt>
<dd>dimension of the model</dd>
<dt>model, </dt>
<dd>either <code>alog</code> for the asymmetric logistic or <code>aneglog</code>
for the asymmetric negative logistic</dd></dl>

Arguments

Internal function — .mvasym.check

<dl>

<dt>asy</dt>
<dd>a list of \(2^d-1\) asymmetry components, as in Stephenson bvevd functions</dd>


<dt>dep</dt>
<dd>vector of \(2^d-d-1\) values for the dependence parameter</dd>


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


<dt>model, </dt>
<dd>either <code>alog</code> for the asymmetric logistic or <code>aneglog</code>
for the asymmetric negative logistic</dd>

</dl>

.mvasym.check: Internal function

Description

Usage

Value

Arguments

Details