.rdirspec

This model was introduced in Coles and Tawn (1991); the
present method uses the simulation algorithm of Boldi (2009) for the extremal Dirichlet model

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

.rdirspec function

<dl><dt>n</dt>
<dd>sample size</dd>
<dt>d</dt>
<dd>dimension of sample</dd>
<dt>alpha</dt>
<dd>vector of Dirichlet parameters of dimension <code>d</code>, or \(d+1\) vector with the <code>d</code> Dirichlet parameters and an index of regular variation in \([0, 1]\)</dd>
<dt>irv</dt>
<dd>should the usual model (<code>FALSE</code>) or the general scaled version (<code>TRUE</code>) be used</dd></dl>

Arguments

Generates from \(Q_i\), the spectral measure of the extremal Dirichlet
model — .rdirspec

<dl>

<dt>n</dt>
<dd>sample size</dd>


<dt>d</dt>
<dd>dimension of sample</dd>


<dt>alpha</dt>
<dd>vector of Dirichlet parameters of dimension <code>d</code>, or \(d+1\) vector with the <code>d</code> Dirichlet parameters and an index of regular variation in \([0, 1]\)</dd>


<dt>irv</dt>
<dd>should the usual model (<code>FALSE</code>) or the general scaled version (<code>TRUE</code>) be used</dd>

</dl>

.rdirspec: Generates from \(Q_i\), the spectral measure of the extremal Dirichlet model

Description

Usage

Value

Arguments

References