.rmevasy

Simulation algorithm of Stephenson (2003), using exact-samples from the logistic

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

.rmevasy function

<dl><dt>n</dt>
<dd>sample size</dd>
<dt>d</dt>
<dd>dimension of the multivariate distribution</dd>
<dt>par</dt>
<dd>a vector of parameters</dd>
<dt>asym</dt>
<dd>matrix of bool indicating which component belong to the corresponding row logistic model</dd>
<dt>ncompo</dt>
<dd>number of components for the (negative) logistic in row</dd>
<dt>Sigma</dt>
<dd>matrix of asymmetry parameters</dd></dl>

Arguments

Random samples from asymmetric logistic distribution — .rmevasy

<dl>

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


<dt>d</dt>
<dd>dimension of the multivariate distribution</dd>


<dt>par</dt>
<dd>a vector of parameters</dd>


<dt>asym</dt>
<dd>matrix of bool indicating which component belong to the corresponding row logistic model</dd>


<dt>ncompo</dt>
<dd>number of components for the (negative) logistic in row</dd>


<dt>Sigma</dt>
<dd>matrix of asymmetry parameters</dd>

</dl>

.rmevasy: Random samples from asymmetric logistic distribution

Description

Usage

Value

Arguments

References