simu_px_tree_dirichlet

Simulates Dirichlet extremal functions on a tree

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

simu_px_tree_dirichlet function

<dl><dt>n</dt>
<dd>Number of simulations.</dd>
<dt>alpha.start</dt>
<dd>Numeric vector with <code>d-1</code> elements, where <code>d</code> is
the number of nodes in the tree (and <code>d-1</code> is the number of edges).</dd>
<dt>alpha.end</dt>
<dd>Numeric vector with <code>d-1</code> elements, where <code>d</code> is
the number of nodes in the tree (and <code>d-1</code> is the number of edges).</dd>
<dt>A</dt>
<dd>Numeric \(d \times (d-1)\) matrix; the rows represent the
nodes in the tree, the columns represent the edges. For a fixed node
\(k = 1, \dots, d\), each entry \((i, j)\) is
equal to 1 if the edge in position <code>j</code> is on the directed path from node
<code>k</code> to node <code>i</code> in the polytree rooted at node <code>k</code>.</dd></dl>

Arguments

Simulate Dirichlet extremal functions on a tree — simu_px_tree_dirichlet

<dl>

<dt>n</dt>
<dd>Number of simulations.</dd>


<dt>alpha.start</dt>
<dd>Numeric vector with <code>d-1</code> elements, where <code>d</code> is
the number of nodes in the tree (and <code>d-1</code> is the number of edges).</dd>


<dt>alpha.end</dt>
<dd>Numeric vector with <code>d-1</code> elements, where <code>d</code> is
the number of nodes in the tree (and <code>d-1</code> is the number of edges).</dd>


<dt>A</dt>
<dd>Numeric \(d \times (d-1)\) matrix; the rows represent the
nodes in the tree, the columns represent the edges. For a fixed node
\(k = 1, \dots, d\), each entry \((i, j)\) is
equal to 1 if the edge in position <code>j</code> is on the directed path from node
<code>k</code> to node <code>i</code> in the polytree rooted at node <code>k</code>.</dd>

</dl>

simu_px_tree_dirichlet: Simulate Dirichlet extremal functions on a tree

Description

Usage

Value

Arguments