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matrixdist (version 1.0)

mgevden: Matrix GEV density

Description

Computes the density of a matrix GEV distribution with parameters alpha, S and beta at x Dont allow for atoms in zero

Usage

mgevden(x, alpha, S, mu, sigma, xi)

Arguments

x

non-negative value

alpha

Initial probabilities

S

sub-intensity matrix

mu

location parameter

sigma

scale parameter

xi

shape parameter

Value

The density at x