Learn R Programming

mev (version 1.17)

.rwexpbsspec: Generates from \(Q_i\), the spectral measure of the weighted exponential model

Description

This model was introduced in Ballani and Schlather (2011).

Usage

.rwexpbsspec(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

vector of concentration parameters

beta

vector of Dirichlet components

Author

Leo Belzile

References

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