R: Conversion between Huesler-Reiss parameter matrices

Gamma2Sigma {graphicalExtremes}

R Documentation

Conversion between Huesler-Reiss parameter matrices

Description

Converts between different matrices that parametrize the same Huesler-Reiss distribution: \Gamma, \Sigma, \Theta, \Sigma^k, \Theta^k. The (d-1) \times (d-1) matrices \Sigma^k and \Theta^k can also be given/returned as d \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 \times d` variogram matrix.
`k`	`NULL` if the input/output matrix is `\Sigma`/`\Theta`. Else, an integer between 1 and d indicating the value of k in `\Sigma^k`, `\Theta^k`.
`full`	Logical. If `TRUE` and `!is.null(k)`, the input/output matrix is a `d \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 \times d` or `(d-1) \times (d-1)` covariance matrix.
`Theta`	Numeric `d \times d` or `(d-1) \times (d-1)` precision matrix.
`k1`	`NULL` if the input matrix is `\Sigma`/`\Theta`. Else, an integer between 1 and d indicating the value of k in `\Sigma^k`, `\Theta^k`.
`k2`	`NULL` if the output matrix is `\Sigma`/`\Theta`. Else, an integer between 1 and d indicating the value of k in `\Sigma^k`, `\Theta^k`.
`full1`	Logical. If `TRUE` and `!is.null(k1)`, the input is a `d \times d` matrix with the kth row filled with zeros.
`full2`	Logical. If `TRUE` and `!is.null(k2)`, the output is a `d \times d` matrix with the kth row filled with zeros.
`M`	Numeric matrix, `\Gamma`, `\Sigma`, or `\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