simu_px_neglogistic

Dimension of the multivariate Pareto
distribution.

Integer or numeric vector with <code>n</code> elements. Inde(x|ces) from
1 to <code>d</code>, that determine which extremal function to simulate.

Numeric --- assume \(\theta &gt; 0\).

theta

Simulates negative logistic extremal functions

Statistical methodology for sparse multivariate extreme value models. Methods are
provided for exact simulation and statistical inference for multivariate Pareto distributions
on graphical structures as described in the paper 'Graphical Models for Extremes' by
Engelke and Hitz (2018) <arXiv:1812.01734>.

Sebastian Engelke

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Adrien S. Hitz

Nicola Gnecco

simu_px_neglogistic function

<dl><dt>n</dt>
<dd>Number of simulations.</dd>
<dt>d</dt>
<dd>Dimension of the multivariate Pareto
distribution.</dd>
<dt>idx</dt>
<dd>Integer or numeric vector with <code>n</code> elements. Inde(x|ces) from
1 to <code>d</code>, that determine which extremal function to simulate.</dd>
<dt>theta</dt>
<dd>Numeric --- assume \(\theta &gt; 0\).</dd></dl>

Arguments

Simulate negative logistic extremal functions — simu_px_neglogistic

<dl>

<dt>n</dt>
<dd>Number of simulations.</dd>


<dt>d</dt>
<dd>Dimension of the multivariate Pareto
distribution.</dd>


<dt>idx</dt>
<dd>Integer or numeric vector with <code>n</code> elements. Inde(x|ces) from
1 to <code>d</code>, that determine which extremal function to simulate.</dd>


<dt>theta</dt>
<dd>Numeric --- assume \(\theta &gt; 0\).</dd>

</dl>

simu_px_neglogistic: Simulate negative logistic extremal functions

Description

Usage

Value

Arguments