rdir

A function to sample Dirichlet random variables, based on the representation as ratios of Gamma.
Note that the RNG will generate on the full simplex and the sum to one constraint is respected
here

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

rdir function

<dl><dt>n</dt>
<dd>sample size</dd>
<dt>alpha</dt>
<dd>vector of parameter</dd>
<dt>normalize</dt>
<dd>boolean. If <code>FALSE</code>, the function returns Gamma variates with parameter <code>alpha</code>.</dd></dl>

Arguments

Random variate generation for Dirichlet distribution on \(S_{d}\) — rdir

<dl>

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


<dt>alpha</dt>
<dd>vector of parameter</dd>


<dt>normalize</dt>
<dd>boolean. If <code>FALSE</code>, the function returns Gamma variates with parameter <code>alpha</code>.</dd>

</dl>

rdir: Random variate generation for Dirichlet distribution on \(S_{d}\)

Description

Usage

Value

Arguments

Examples