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mev (version 1.17)

rrlarg: Simulate r-largest observations from point process of extremes

Description

Simulate the r-largest observations from a Poisson point process with intensity $$\Lambda(x) = (1+\xi(x-\mu)/\sigma)^{-1/\xi}$$.

Usage

rrlarg(n, r, loc = 0, scale = 1, shape = 0)

Value

an n by r matrix of samples from the point process, ordered from largest to smallest in each row.

Arguments

n

sample size

r

number of observations per block

loc

location parameter

scale

scale parameter

shape

shape parameter