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Simulation of Pareto processes #15

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lbelzile opened this issue Jun 7, 2023 · 0 comments

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lbelzile commented Jun 7, 2023

Create a wrapper for multivariate generalized Pareto vectors
Investigate the case of unequal thresholds
Add more families for composition sampling
Merge functions with an algorithm argument
Check that the Hüsler-Reiss and the Brown-Resnick have the same parametrization throughout.

lbelzile self-assigned this

lbelzile added the enhancement label

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