Statistical Methodology for Graphical Extreme Value Models
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Documentation for package ‘graphicalExtremes’ version 0.2.0
Help Pages
| check_Gamma_and_graph | Check input graph and Gamma matrix |
| check_graph | Check input graph |
| chi2Gamma | Transformation of extremal correlation chi to the Huesler-Reiss variogram Gamma |
| complete_Gamma | Completion of Gamma matrices |
| complete_Gamma_decomposable | Completion of decomposable Gamma matrices |
| complete_Gamma_general | Non-decomposable completion of variogram matrices |
| complete_Gamma_general_demo | DEMO-VERSION: Completion of non-decomposable Gamma matrices |
| complete_Gamma_general_split | Non-decomposable completion of variogram matrices |
| danube | Upper Danube basin dataset |
| data2mpareto | Data standardization to multivariate Pareto scale |
| eglearn | Learning extremal graph structure |
| emp_chi | Empirical estimation of extremal correlation matrix chi |
| emp_chi_multdim | Empirical estimation of extremal correlation chi |
| emp_chi_pairwise | Empirical estimation of extremal correlation matrix chi |
| emp_vario | Estimation of the variogram matrix Gamma of a Huesler-Reiss distribution |
| emp_vario_pairwise | Estimation of the variogram matrix Gamma of a Huesler-Reiss distribution |
| emst | Fitting extremal minimum spanning tree |
| emtp2 | Performs Gaussian likelihood optimization under Laplacian matrix constraints. |
| fast_diag | Fast computation of diag(y %_% M %_% t(y)) |
| fillFixedParams | Helper function to combine par with fixed params (in init) |
| fitInInterval | Fit value(s) in interval |
| flightCountMatrixToConnectionList | Convert flight counts to connection list |
| flights | Flights delay data |
| fmpareto_graph_HR | Parameter fitting for Huesler-Reiss graphical models |
| Gamma2chi | Transformation of the Huesler-Reiss variogram Gamma to extremal correlation chi |
| Gamma2graph | Transformation of matrix to graph object |
| Gamma2Sigma | Transformation of Gamma matrix to Sigma or Sigma^k matrix |
| Gamma2Theta | Transformation of Gamma matrix to Theta matrix |
| generate_random_cactus | Generate a random cactus graph |
| generate_random_chordal_graph | Generate a random chordal graph |
| generate_random_connected_graph | Generate a random connected graph |
| generate_random_Gamma | Generate a random Gamma matrix |
| generate_random_graphical_Gamma | Generate a random Gamma matrix for a given graph |
| generate_random_integer_Gamma | Generate a random Gamma matrix containing only integers |
| generate_random_model | Generate random Huesler-Reiss Models |
| generate_random_spd_matrix | Generate a random symmetric positive definite matrix |
| generate_random_tree | Generate a random tree |
| get_large_tol | Tolerances to be used in computations |
| get_mc_cores | Number of cores to be used in parallel computations |
| get_small_tol | Tolerances to be used in computations |
| graphs_equal | Graph equality |
| loglik_HR | Compute Huesler-Reiss log-likelihood, AIC, and BIC |
| partialMatrixToGraph | Transformation of a partial matrix to a graph |
| plotFlights | Plot flight data |
| rmpareto | Sampling of a multivariate Pareto distribution |
| rmpareto_tree | Sampling of a multivariate Pareto distribution on a tree |
| rmstable | Sampling of a multivariate max-stable distribution |
| rmstable_tree | Sampling of a multivariate max-stable distribution on a tree |
| Sigma2Gamma | Transformation of Sigma and Sigma^k matrix to Gamma matrix |
| Theta2Gamma | Transformation of Gamma matrix to Theta matrix |
| Theta2graph | Transformation of matrix to graph object |
| Zmatrix | Computes the Z-matrix |