graphicalExtremes0.3.3 package

Censor dataset

Check input graph

Check input graph and partial matrix

Identify pairs of vertices that are split by a separator

HR parameter matrix checks

Transformation between $\chi$ and $\Gamma$

Completion of decomposable Gamma matrices

DEMO-VERSION: Completion of non-decomposable Gamma matrices

Non-decomposable completion of variogram matrices

Non-decomposable completion of variogram matrices

Completion of two-clique decomposable Gamma matrices

Completion of Gamma matrices

Compute plot limits

Data standardization to multivariate Pareto scale

Learning extremal graph structure with latent variables

Learning extremal graph structure

Empirical estimation of extremal correlation $\chi$

Empirical estimation of extremal correlation matrix $\chi$

Estimation of the variogram matrix $\Gamma$ of a Huesler-Reiss distrib...

Fitting extremal minimum spanning tree

Performs Gaussian likelihood optimization under Laplacian matrix const...

Ensure numerical matrix symmetry/zero values

Fast computation of diag(y %% M %% t(y))

Helper function to combine par with fixed params (in init)

Find a separator set for two vertices

Experimental: Fit graph using empirical Theta matrix

Fit value(s) in interval

Convert flight counts to connection list

Parameter fitting for Huesler-Reiss graphical models

HR Parameter fitting - Helper functions

Parameter fitting for multivariate Huesler-Reiss Pareto distribution

Compute theoretical $\chi$ in 3D

Generate a random Gamma matrix

Generate a random Gamma matrix for a given graph

Generate a random Gamma matrix containing only integers

Generate random Huesler-Reiss Models

Generate a random symmetric positive definite matrix

Generate random graphs

Get alert function

Get Cliques and Separators of a graph

Get Cliques and Separators of a graph

Number of cores to be used in parallel computations

Tolerances to be used in computations

Get Danube flow graph

Get filtered flight delays

Get flight graph

Get package data

Get the submatrix corresponding to a subgraph

graphicalExtremes: Statistical methodology for graphical extreme value...

Graph equality

Compute the exponent measure density of HR distribution

Compute censored exponent measure

Full censored log-likelihood of HR model

Compute Huesler-Reiss log-likelihood, AIC, and BIC

Convert indices to numerical indices

Create a list of separators

Convert matrix to graph

Marginalize multivariate Pareto dataset

Order Cliques

Create Gamma or Theta from vector

Conversion between Huesler-Reiss parameter matrices

Factory: parToMatrices

Plot Danube River Flow Data

Plot flight data

Sampling of a multivariate Pareto distribution on a tree

Sampling of a multivariate Pareto distribution

Sampling of a multivariate max-stable distribution on a tree

Sampling of a multivariate max-stable distribution

Simulate Dirichlet extremal functions

Simulate HR extremal functions

Simulate logistic extremal functions

Simulate negative logistic extremal functions

Simulate Dirichlet extremal functions on a tree

Simulate HR extremal functions on a tree

Simulate logistic extremal functions on a tree

Split graph into invariant subgraphs

Uniform margin

Compute exponent measure

Computes the Z-matrix