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mev (version 1.17)

.rpairexpspec: Generates from \(Q_i\), the spectral measure of the pairwise exponential model

Description

The sample is drawn from a mixture and the algorithm follows from the proof of Theorem 1 in Ballani and Schlather (2011).

Usage

.rpairexpspec(n, d, alpha, beta)

Value

a matrix of samples from the angular distribution

an n by d sample from the spectral distribution

Arguments

n

sample size

alpha

concentration parameter

beta

vector of all pairwise component (lexicographic order, by row)

Author

Leo Belzile

References

Ballani, D. and M. Schlather (2011). A construction principle for multivariate extreme value distributions, Biometrika, 98(3), 633--645.