Generate from \(Q_i\), the spectral measure of a given multivariate extreme value model
.rmevspec_cpp(n, d, par, model, Sigma, loc)
a n
by d
matrix containing the sample
sample size
dimension of the multivariate distribution
a vector of parameters
integer, currently ranging from 1 to 9, corresponding respectively to
(1) log
, (2) neglog
, (3) dirmix
, (4) bilog
,
(5) extstud
, (6) br
, (7) ct
and sdir
, (8) smith
and (9) hr
.
covariance matrix for Brown-Resnick and extremal student, symmetric matrix of squared coefficients \(\lambda^2\) for Husler-Reiss. Default for compatibility
matrix of locations for the Smith model
Dombry, Engelke and Oesting (2016). Exact simulation of max-stable processes, Biometrika, 103(2), 303--317.
Boldi (2009). A note on the representation of parametric models for multivariate extremes. Extremes 12, 211--218.