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