Statistical Methodology for Graphical Extreme Value Models


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Documentation for package ‘graphicalExtremes’ version 0.3.2

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checkGamma HR parameter matrix checks
checkMatrix HR parameter matrix checks
checkSigma HR parameter matrix checks
checkSigmaTheta HR parameter matrix checks
checkTheta HR parameter matrix checks
chi2Gamma Transformation between chi and 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
eglatent Learning extremal graph structure with latent variables
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.
ensure_matrix_symmetry Ensure numerical matrix symmetry/zero values
ensure_matrix_symmetry_and_truncate_zeros Ensure numerical matrix symmetry/zero values
fit_graph_to_Theta Experimental: Fit graph using empirical Theta matrix
flightCountMatrixToConnectionList Convert flight counts to connection list
flights Flights delay data
fmpareto_graph_HR Parameter fitting for Huesler-Reiss graphical models
fmpareto_HR_MLE Parameter fitting for multivariate Huesler-Reiss Pareto distribution
Gamma2chi Transformation between chi and Gamma
Gamma2Gamma Conversion between Huesler-Reiss parameter matrices
Gamma2graph Convert matrix to graph
Gamma2Sigma Conversion between Huesler-Reiss parameter matrices
Gamma2Theta Conversion between Huesler-Reiss parameter matrices
generate_random_cactus Generate random graphs
generate_random_chordal_graph Generate random graphs
generate_random_connected_graph Generate random graphs
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 random graphs
getDanubeFlowGraph Get Danube flow graph
getFlightDelayData Get filtered flight delays
getFlightGraph Get flight graph
get_alert_function Get alert function
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
is_valid_Gamma HR parameter matrix checks
is_valid_Sigma HR parameter matrix checks
is_valid_Theta HR parameter matrix checks
loglik_HR Compute Huesler-Reiss log-likelihood, AIC, and BIC
matrix2matrix Conversion between Huesler-Reiss parameter matrices
partialMatrixToGraph Convert matrix to graph
plotDanube Plot Danube River Flow Data
plotDanubeIGraph Plot Danube River Flow Data
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 Conversion between Huesler-Reiss parameter matrices
Sigma2graph Convert matrix to graph
Sigma2Sigma Conversion between Huesler-Reiss parameter matrices
Sigma2Theta Conversion between Huesler-Reiss parameter matrices
Theta2Gamma Conversion between Huesler-Reiss parameter matrices
Theta2graph Convert matrix to graph
Theta2Sigma Conversion between Huesler-Reiss parameter matrices
Theta2Theta Conversion between Huesler-Reiss parameter matrices
truncate_zeros Ensure numerical matrix symmetry/zero values