Simulates the Huesler-Reiss extremal functions
simu_px_HR(n, d, idx, trend, chol_mat)
Numeric \(n \times d\) matrix. Simulated data.
Number of simulations.
Dimension of the multivariate Pareto distribution.
In some cases this can be NULL
and will be inferred from par
.
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.