.rPBrownResnick: Generate from Brown-Resnick process \(Y \sim {P_x}\), where
\(P_{x}\) is probability of extremal function
Description
Generate from Brown-Resnick process \(Y \sim {P_x}\), where
\(P_{x}\) is probability of extremal function
Usage
.rPBrownResnick(index, Sigma_chol, Sigma)
Value
a d
-vector from \(P_x\)
Arguments
- index
index of the location. An integer in 0, ..., \(d-1\)
- Sigma
a positive definite covariance matrix