emp_vario {graphicalExtremes} | R Documentation |
Estimation of the variogram matrix
of a Huesler-Reiss distribution
Description
Estimates the variogram of the Huesler-Reiss distribution empirically.
Usage
emp_vario(data, k = NULL, p = NULL)
emp_vario_pairwise(data, k = NULL, p = NULL, verbose = FALSE)
Arguments
data |
Numeric |
k |
Integer between 1 and |
p |
Numeric between 0 and 1 or |
verbose |
Print verbose progress information |
Details
emp_vario_pairwise
calls emp_vario
for each pair of observations.
This is more robust if the data contains many NA
s, but can take rather long.
Value
Numeric matrix. The estimated variogram of the Huesler-Reiss distribution.
See Also
Other parameter estimation methods:
data2mpareto()
,
emp_chi_multdim()
,
emp_chi()
,
emtp2()
,
fmpareto_HR_MLE()
,
fmpareto_graph_HR()
,
loglik_HR()
Examples
G <- generate_random_Gamma(d=5)
y <- rmpareto(n=100, par=G)
Ghat <- emp_vario(y)