mgevden {matrixdist}

Matrix-GEV density

Description

Computes the density of a matrix-GEV distribution with parameters alpha, S and beta at x. Does not allow for atoms in zero.

Usage

mgevden(x, alpha, S, beta)

Arguments

x

Non-negative value.

alpha

Initial probabilities.

S

Sub-intensity matrix.

beta

Transformation parameters.

Value

The density at x.