.rexstudspec: Generates from \(Q_i\), the spectral measure of the extremal Student model
Description
Generates from \(Q_i\), the spectral measure of the extremal Student model
Usage
.rexstudspec(n, sigma, al)
Value
an n
by d
sample from the spectral distribution
Arguments
- sigma
a positive semi-definite covariance matrix with unit variance
- al
the alpha parameter in Proposition 7. Corresponds to degrees of freedom - 1