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 |