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mev (version 1.17)

.rhrspec: Generates from \(Q_i\), the spectral measure of the Husler-Reiss model

Description

Generates from \(Q_i\), the spectral measure of the Husler-Reiss model

Usage

.rhrspec(n, Lambda)

Value

an n by d sample from the spectral distribution

Arguments

Lambda

an symmetric square matrix of coefficients \(\lambda^2\)