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 |