Estimates the variogram of the Huesler--Reiss distribution empirically.
emp_vario(data, k = NULL, p = NULL)
Numeric matrix \(d \times d\). The estimated variogram of the Huesler--Reiss distribution.
Numeric matrix of size \(n\times d\), where \(n\) is the number of observations and \(d\) is the dimension.
Integer between 1 and \(d\). Component of the multivariate
observations that is conditioned to be larger than the threshold p
.
If NULL
(default), then an average over all k
is returned.
Numeric between 0 and 1 or NULL
. If NULL
(default),
it is assumed that the data
are already on multivariate Pareto scale. Else,
p
is used as the probability in the function data2mpareto
to standardize the data
.