graphicalExtremes (version 0.1.0)

Gamma2graph: Transformation of \(\Gamma\) matrix to graph object

Description

Transforms Gamma matrix to an igraph object for the corresponding Huesler--Reiss extremal graphical model, and plots it (optionally).

Usage

Gamma2graph(Gamma, to_plot = TRUE, ...)

Value

Graph object from igraph package. An undirected graph.

Arguments

Gamma

Numeric \(d \times d\) variogram matrix.

to_plot

Logical. If TRUE (default), it plots the resulting graph.

...

Graphical parameters for the plot.igraph function of the package igraph.

Details

The variogram uniquely determines the extremal graph structure of the corresponding Huesler--Reiss distribution. The conditional independencies can be identified from the inverses of the matrices \(\Sigma^{(k)}\) defined in equation (10) in eng2019;textualgraphicalExtremes.

References

Examples

Gamma <-  cbind(c(0, 1.5, 1.5, 2),
                c(1.5, 0, 2, 1.5),
                c(1.5, 2, 0, 1.5),
                c(2, 1.5, 1.5, 0))

Gamma2graph(Gamma, to_plot = TRUE)