par2Gamma

Numeric vector with \(d\) elements.
Upper triangular part of a Gamma matrix.

This function takes the parameters in the vector <code>par</code>
(upper triangular Gamma matrix) and returns full Gamma.

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

par2Gamma function

<dl><dt>par</dt>
<dd>Numeric vector with \(d\) elements.
Upper triangular part of a Gamma matrix.</dd></dl>

Arguments

Create \(\Gamma\) from vector — par2Gamma

<dl>

<dt>par</dt>
<dd>Numeric vector with \(d\) elements.
Upper triangular part of a Gamma matrix.</dd>

</dl>

par2Gamma: Create \(\Gamma\) from vector

Description

Usage

Value

Arguments