## ----------------------------------------------------------------------------- library(mev) #Sample of size 1000 from a 5-dimensional logistic model x <- rmev(n=1000, d=5, param=0.5, model="log") #Marginal parameters are all standard Frechet, meaning GEV(1,1,1) apply(x, 2, function(col){ismev::gev.fit(col, show=FALSE)$mle}) #Sample from the corresponding spectral density w <- rmevspec(n=1000, d=5, param=0.5, model="log") #All rows sum to 1 by construction head(rowSums(w)) #The marginal mean is 1/d round(colMeans(w),2)