cript><!-- pkgdown --><script src="../pkgdown.js"></script><meta property="og:title" content="Simulation of generalized Huesler-Reiss Pareto vectors via composition sampling — rparpcshr"><meta property="og:description" content="Sample from the generalized Pareto process associated to Huesler-Reiss spectral profiles.
For the Huesler-Reiss Pareto vectors, the matrix Sigma is utilized to build \(Q\) viz.
$$Q = \Sigma^{-1} - \frac{\Sigma^{-1}\mathbf{1}_d\mathbf{1}_d^\top\Sigma^{-1}}{\mathbf{1}_d^\top\Sigma^{-