Gamma2Sigma {graphicalExtremes}R Documentation

Conversion between Huesler-Reiss parameter matrices

Description

Converts between different matrices that parametrize the same Huesler-Reiss distribution: Γ\Gamma, Σ\Sigma, Θ\Theta, Σk\Sigma^k, Θk\Theta^k. The (d1)×(d1)(d-1) \times (d-1) matrices Σk\Sigma^k and Θk\Theta^k can also be given/returned as d×dd \times d matrices with the kth row and column filled with zeros.

Usage

Gamma2Sigma(Gamma, k = NULL, full = FALSE, check = TRUE)

Gamma2Theta(Gamma, k = NULL, full = FALSE, check = TRUE)

Sigma2Gamma(Sigma, k = NULL, full = FALSE, check = TRUE)

Theta2Gamma(Theta, k = NULL, full = FALSE, check = TRUE)

Sigma2Theta(
  Sigma,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Theta2Sigma(
  Theta,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Theta2Theta(
  Theta,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Sigma2Sigma(
  Sigma,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Gamma2Gamma(Gamma, check = TRUE)

matrix2matrix(
  M,
  name1 = c("Gamma", "Sigma", "Theta")[1],
  name2 = c("Gamma", "Sigma", "Theta")[1],
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Arguments

Gamma

Numeric d×dd \times d variogram matrix.

k

NULL if the input/output matrix is Σ\Sigma/Θ\Theta. Else, an integer between 1 and d indicating the value of k in Σk\Sigma^k, Θk\Theta^k.

full

Logical. If TRUE and !is.null(k), the input/output matrix is a d×dd \times d matrix with the kth row filled with zeros.

check

Whether to check the inputs and call ensure_matrix_symmetry_and_truncate_zeros on the outputs.

Sigma

Numeric d×dd \times d or (d1)×(d1)(d-1) \times (d-1) covariance matrix.

Theta

Numeric d×dd \times d or (d1)×(d1)(d-1) \times (d-1) precision matrix.

k1

NULL if the input matrix is Σ\Sigma/Θ\Theta. Else, an integer between 1 and d indicating the value of k in Σk\Sigma^k, Θk\Theta^k.

k2

NULL if the output matrix is Σ\Sigma/Θ\Theta. Else, an integer between 1 and d indicating the value of k in Σk\Sigma^k, Θk\Theta^k.

full1

Logical. If TRUE and !is.null(k1), the input is a d×dd \times d matrix with the kth row filled with zeros.

full2

Logical. If TRUE and !is.null(k2), the output is a d×dd \times d matrix with the kth row filled with zeros.

M

Numeric matrix, Γ\Gamma, Σ\Sigma, or Θ\Theta.

name1

Name of the input representation.

name2

Name of the output representation.

Details

If k, k1, or k2 is NULL, the corresponding ⁠full*⁠ argument is ignored.

Gamma2Gamma only checks and returns the input.

matrix2matrix is a wrapper function that calls the corresponding conversion function implied by name1, name2.

Value

The desired parameter matrix corresponding to the specified inputs.

See Also

Other parameter matrix transformations: Gamma2graph(), chi2Gamma(), par2Matrix()


[Package graphicalExtremes version 0.3.2 Index]