par2Matrix

par2Gamma

par2Theta

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

internal

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

par2Matrix function

<dl><dt>par</dt>
<dd>Numeric vector with <code>d</code> elements.
Upper triangular part of a Gamma/Theta matrix.</dd>
<dt>allowMatrix</dt>
<dd>If <code>TRUE</code> and <code>par</code> is already a matrix, return it as is.</dd>
<dt>allowNull</dt>
<dd>If <code>TRUE</code> and <code>par</code> is NULL, return NULL.</dd>
<dt>zeroRowSums</dt>
<dd>If <code>TRUE</code> the diagonal is set to (-1) times the rowSums.</dd></dl>

Arguments

Create Gamma or Theta from vector — par2Matrix

<dl>

<dt>par</dt>
<dd>Numeric vector with <code>d</code> elements.
Upper triangular part of a Gamma/Theta matrix.</dd>


<dt>allowMatrix</dt>
<dd>If <code>TRUE</code> and <code>par</code> is already a matrix, return it as is.</dd>


<dt>allowNull</dt>
<dd>If <code>TRUE</code> and <code>par</code> is NULL, return NULL.</dd>


<dt>zeroRowSums</dt>
<dd>If <code>TRUE</code> the diagonal is set to (-1) times the rowSums.</dd>

</dl>

par2Matrix: Create Gamma or Theta from vector

Description

Usage

Value

Arguments