simu_px_tree_logistic

Simulates logistic 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_logistic function

<dl><dt>n</dt>
<dd>Number of simulations.</dd>
<dt>theta</dt>
<dd>Numeric vector with 1 or <code>d-1</code> elements.
Assume that the entry are such that \(0 &lt; \theta &lt; 1\).</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 logistic extremal functions on a tree — simu_px_tree_logistic

<dl>

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


<dt>theta</dt>
<dd>Numeric vector with 1 or <code>d-1</code> elements.
Assume that the entry are such that \(0 &lt; \theta &lt; 1\).</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_logistic: Simulate logistic extremal functions on a tree

Description

Usage

Value

Arguments