Simulates the Huessler--Reiss extremal functions
simu_px_HR(n, d, idx, trend, chol_mat)
Numeric matrix \(n\times d\). Simulated data.
Number of simulations.
Dimension of the multivariate Pareto distribution.
Integer. Index corresponding to the variable over which the extremal function is simulated.
Numeric. Trend corresponding to the variable idx
.
Numeric matrix \(d\times d\). Cholesky decomposition of the desired covariance matrix.