FlowConnectionGraph

It creates an object from class <code>FlowConnectionGraph</code>. The function verifies whether the graph is
directed and the vertices are named. The object can be used further to create subsets based on the criterion of
flow connectedness. See Vignette "Subsets and Coordinates".

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

FlowConnectionGraph function

<dl><dt>g</dt>
<dd>a directed graph acoording to the water flow. An object of class "igraph". It should have named vertices.</dd></dl>

Arguments

Object of class FlowConnectionGraph — FlowConnectionGraph

<dl>

<dt>g</dt>
<dd>a directed graph acoording to the water flow. An object of class "igraph". It should have named vertices.</dd>

</dl>

FlowConnectionGraph: Object of class `FlowConnectionGraph`

Description

Usage

Value

Arguments

Examples