Censor dataset
Transformation of extremal correlation \(\chi\) to the Huesler--Reiss variogram \(\Gamma\)
complete_Gamma_general_demo
DEMO-VERSION: Completion of non-decomposable Gamma matrices
complete_Gamma_general_split
Non-decomposable completion of variogram matrices
complete_Gamma_decomposable
Completion of decomposable Gamma matrices
Check input graph and Gamma matrix
Identify pairs of vertices that are split by a separator
Check input graph
Completion of Gamma matrices
Non-decomposable completion of variogram matrices
Empirical estimation of extremal correlation matrix \(\chi\)
Estimation of the variogram matrix \(\Gamma\) of a Huesler--Reiss distribution
Completion of two-clique decomposable Gamma matrices
Upper Danube basin dataset
Empirical estimation of extremal correlation \(\chi\)
Data standardization to multivariate Pareto scale
Learning extremal graph structure
Is Gamma square matrix?
Helper function to compute the axis limits of a plot
with given x, y data and optionally a fixed x-y-ratio and
correcting the latitude/longitude scale at different latitudes
Fit value(s) in interval
Helper function to combine par with fixed params (in init)
Fitting extremal minimum spanning tree
Find a separator set for two vertices
flightCountMatrixToConnectionList
Convert flight counts to connection list
Experimental: Fit graph using empirical Theta matrix
Graph equality
Flights delay data
graphicalExtremes: Statistical methodology for graphical extreme value models.
Parameter fitting for multivariate Huesler--Reiss Pareto distribution
Parameter fitting for Huesler--Reiss graphical models
Generate a random tree
Get the submatrix corresponding to a subgraph
Create a list of separators
Compute Huesler--Reiss log-likelihood, AIC, and BIC
Marginalize multivariate Pareto dataset
Compute the exponent measure density of HR distribution
generate_random_spd_matrix
Generate a random symmetric positive definite matrix
Generate random Huesler--Reiss Models
Number of cores to be used in parallel computations
generate_random_connected_graph
Generate a random connected graph
Tolerances to be used in computations
generate_random_chordal_graph
Generate a random chordal graph
Simulate logistic extremal functions on a tree
Simulate Dirichlet extremal functions on a tree
Generate a random Gamma matrix
Sampling of a multivariate Pareto distribution
Plot flight data
Split graph into invariant subgraphs
Uniform margin
generate_random_graphical_Gamma
Generate a random Gamma matrix for a given graph
Simulate logistic extremal functions
Simulate Dirichlet extremal functions
Sampling of a multivariate Pareto distribution on a tree
Compute censored exponent measure
Generate a random cactus graph
Performs Gaussian likelihood optimization under Laplacian matrix constraints.
Sampling of a multivariate max-stable distribution
Fast computation of diag(y %% M % % t(y))
Simulate HR extremal functions
Full censored log-likelihood of HR model
Simulate negative logistic extremal functions
Simulate HR extremal functions on a tree
generate_random_integer_Gamma
Generate a random Gamma matrix containing only integers
Sampling of a multivariate max-stable distribution on a tree
get_cliques_and_separators_OLD
Get Cliques and Separators of a graph
Factory: parToMatrices
Order Cliques
Create Gamma or Theta from vector
Transformation of a partial matrix to a graph
get_cliques_and_separators
Get Cliques and Separators of a graph
Transformation of \(\Sigma\) and \(\Sigma^k\) matrix to \(\Gamma\) matrix
Transformation of matrix to graph object
Extract upper triangular part of \(\Gamma\)
Transformation of \(\Gamma\) matrix to \(\Sigma\) or \(\Sigma^k\) matrix
Transformation of \(\Gamma\) matrix to \(\Theta\) matrix
Computes the Z-matrix
Transformation of the Huesler--Reiss variogram \(\Gamma\) to extremal correlation \(\chi\)
Transformation of \(\Gamma\) matrix to \(\Theta\) matrix
Compute theoretical \(\chi\) in 3D
Compute exponent measure