partialMatrixToGraph

Creates a graph that has edges in entries corresponding to non-NA entries
in 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 (2020) <doi:10.1111/rssb.12355>.

Sebastian Engelke

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Adrien S. Hitz

Nicola Gnecco

Manuel Hentschel

partialMatrixToGraph function

<dl><dt>Matrix</dt>
<dd>A matrix with NA entries</dd></dl>

Arguments

Transformation of a partial matrix to a graph — partialMatrixToGraph

<dl>

<dt>Matrix</dt>
<dd>A matrix with NA entries</dd>

</dl>

partialMatrixToGraph: Transformation of a partial matrix to a graph

Description

Usage

Value

Arguments