Learn R Programming

mev (version 1.17)

.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