dm.expar.D3k3

The Dirichlet mixture density has three components, the center of mass of the three columns of <code>Mu</code>, with weights <code>wei</code> is \((1/3,1/3,1/3)\): the centroid of the two dimensional unit simplex.

dataset

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Leo Belzile

BMAmevt

Multivariate Extremes: Bayesian Estimation of the Spectral
Measure

Anne Sabourin

dm.expar.D3k3 function

A list made of<dl>
<dt>Mu</dt>
<dd>A \(3*3\) matrix, which rows sum to one, such that the
center of mass of the three column vectors (weighted with <code>wei</code>) is the centroid of the simplex: each column is the center of a Dirichlet mixture component.</dd><dt>wei</dt>
<dd>A vector of length three, summing to one: the mixture weights</dd><dt>lnu</dt>
<dd>A vector of length three: the logarithm of the concentration parameters.</dd>
</dl>

Format

Example of valid Dirichlet mixture parameter for tri-variate extremes. — dm.expar.D3k3

A list made of<dl>
<dt>Mu</dt>
<dd>A \(3*3\) matrix, which rows sum to one, such that the
center of mass of the three column vectors (weighted with <code>wei</code>) is the centroid of the simplex: each column is the center of a Dirichlet mixture component.</dd>

<dt>wei</dt>
<dd>A vector of length three, summing to one: the mixture weights</dd>

<dt>lnu</dt>
<dd>A vector of length three: the logarithm of the concentration parameters.</dd>


</dl>

dm.expar.D3k3: Example of valid Dirichlet mixture parameter for tri-variate extremes.

Description

Arguments

Format