EngHitz

It creates an object with two slots: <code>$graph</code> containing the graph and <code>$depParams</code> containing
the edge weights which are initialized with zero values.
It is intended to be used for estimation of edge weights of models on trees.
Consult Vignettes "Code - Note 4" and "Estimation - Note 4".

Provides tools for estimation of edge weights on graphical models with respect to trees and block graphs and parameterized by a particular family of max-stable copulas. The edge weights are parameters of tail dependence between adjacent variables and these edge weights determine the joint tail dependence between all variables in the context of a particular parametric model. For methods of moment estimator, composite likelihood estimator please see Asenova et al. (2021) <doi:10.1007/s10687-021-00407-5>. For estimation based on extremal coefficients see Asenova et al. (2021) as well as Einmahl et al. (2016) <doi:10.2139/ssrn.2717531>. For cliquewise estimation please see Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

Stefka Asenova

gremes

Estimation of Tail Dependence in Graphical Models

EngHitz function

<dl><dt>g</dt>
<dd>must be an <code>igraph</code> object</dd></dl>

Arguments

Object of class EngHitz — EngHitz

<dl>

<dt>g</dt>
<dd>must be an <code>igraph</code> object</dd>

</dl>

EngHitz: Object of class `EngHitz`

Description

Usage

Value

Arguments

Examples