check_Gamma_and_graph

Checks and converts the (incomplete) Gamma matrix and graph given for a
HR graphical model.

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 (2020) <doi:10.1111/rssb.12355>.

Sebastian Engelke

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Adrien S. Hitz

Nicola Gnecco

Manuel Hentschel

check_Gamma_and_graph function

<dl><dt>Gamma</dt>
<dd>A Gamma matrix or vector of entries corresponding to the edges
of <code>graph</code></dd>
<dt>graph</dt>
<dd>A graph object or <code>NULL</code> if the graph structure is specified by
<code>NA</code> in the Gamma matrix</dd>
<dt>graph_type</dt>
<dd>Passed to <code>check_graph()</code>.</dd></dl>

Arguments

Check input graph and Gamma matrix — check_Gamma_and_graph

<dl>

<dt>Gamma</dt>
<dd>A Gamma matrix or vector of entries corresponding to the edges
of <code>graph</code></dd>


<dt>graph</dt>
<dd>A graph object or <code>NULL</code> if the graph structure is specified by
<code>NA</code> in the Gamma matrix</dd>


<dt>graph_type</dt>
<dd>Passed to <code>check_graph()</code>.</dd>

</dl>

check_Gamma_and_graph: Check input graph and Gamma matrix

Description

Usage

Value

Arguments

See Also