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.