graphicalExtremes (version 0.1.0)

simu_px_HR: Simulate HR extremal functions

Description

Simulates the Huessler--Reiss extremal functions

Usage

simu_px_HR(n, d, idx, trend, chol_mat)

Value

Numeric matrix \(n\times d\). Simulated data.

Arguments

n

Number of simulations.

d

Dimension of the multivariate Pareto distribution.

idx

Integer. Index corresponding to the variable over which the extremal function is simulated.

trend

Numeric. Trend corresponding to the variable idx.

chol_mat

Numeric matrix \(d\times d\). Cholesky decomposition of the desired covariance matrix.