Generate from Smith model (moving maxima) \(Y \sim {P_x}\), where \(P_{x}\) is probability of extremal function
.rPSmith(index, Sigma_chol, loc)
a d
-vector from \(P_x\)
index of the location. An integer in 0, ..., \(d-1\)
the Cholesky root of the covariance matrix
location matrix