Generate from extremal Husler-Reiss distribution \(Y \sim {P_x}\), where \(P_{x}\) is probability of extremal function
.rPHuslerReiss(index, cholesky, Sigma)
a d
-vector from \(P_x\)
index of the location. An integer in 0, ..., \(d-1\)
the Cholesky root of Sigma
a covariance matrix formed from the symmetric square matrix of coefficients \(\lambda^2\)