simu_px_dirichlet: Simulate Dirichlet extremal functions
Description
Simulates Dirichlet extremal functions
Usage
simu_px_dirichlet(n, d, idx, alpha)
Value
Numeric matrix \(n\times d\). Simulated data.
Arguments
- n
Number of simulations.
- d
Dimension of the multivariate Pareto
distribution.
- idx
Integer or numeric vector with n
elements. Inde(x|ces) from
1 to d
, that determine which extremal function to simulate.
- alpha
Numeric vector of size d
.