getGraph

getGraph.default

getGraph.Network

getGraph.HRMnetwork

The function is applied on objects of appropriate class with slot 'graph'. It is used instead of the command 'obj_name$graph'.

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

getGraph function

<dl><dt>obj</dt>
<dd>Object of appropriate class ('Network', 'HRMnetwork')</dd>
<dt>...</dt>
<dd>additional arguments</dd></dl>

Arguments

It retrieves the graph of an object of appropriate class — getGraph

<dl>

<dt>obj</dt>
<dd>Object of appropriate class ('Network', 'HRMnetwork')</dd>


<dt>...</dt>
<dd>additional arguments</dd>

</dl>

getGraph: It retrieves the graph of an object of appropriate class

Description

Usage

Value

Arguments