dim_Gamma

Numeric matrix. Matrix representing the variogram of an HR
distribution.

Gamma

Check if Gamma matrix is square matrix. If so, return the dimension. Else,
raise an error.

Statistical methodology for sparse multivariate extreme value models. Methods are
provided for exact simulation and statistical inference for multivariate Pareto distributions
on graphical structures as described in the paper 'Graphical Models for Extremes' by
Engelke and Hitz (2018) <arXiv:1812.01734>.

Sebastian Engelke

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Adrien S. Hitz

Nicola Gnecco

dim_Gamma function

<dl><dt>Gamma</dt>
<dd>Numeric matrix. Matrix representing the variogram of an HR
distribution.</dd></dl>

Arguments

Is Gamma square matrix? — dim_Gamma

<dl>

<dt>Gamma</dt>
<dd>Numeric matrix. Matrix representing the variogram of an HR
distribution.</dd>

</dl>

dim_Gamma: Is Gamma square matrix?

Description

Usage

Value

Arguments