rrlarg {mev}

Simulate r-largest observations from point process of extremes

Description

Simulate the r-largest observations from a Poisson point process with intensity

\Lambda(x) = (1+\xi(x-\mu)/\sigma)^{-1/\xi}

.

Usage

rrlarg(n, r, loc = 0, scale = 1, shape = 0)

Arguments

n

sample size

r

number of observations per block

loc

location parameter

scale

scale parameter

shape

shape parameter

Value

an n by r matrix of samples from the point process, ordered from largest to smallest in each row.