graphicalExtremes-package |
graphicalExtremes: Statistical methodology for graphical extreme value models. |
censor |
Censor dataset |
chi2Gamma |
Transformation of extremal correlation chi to the Huesler-Reiss variogram Gamma |
complete_Gamma |
Completion of Gamma matrix on block graphs |
data2mpareto |
Data standardization to multivariate Pareto scale |
dim_Gamma |
Is Gamma square matrix? |
emp_chi |
Empirical estimation of extremal correlation chi |
emp_chi_mat |
Empirical estimation of extremal correlation matrix chi |
emp_vario |
Estimation of the variogram matrix Gamma of the Huesler-Reiss distribution |
fmpareto_graph_HR |
Parameter fitting for multivariate Huesler-Reiss Pareto distributions on block graphs |
fmpareto_HR |
Parameter fitting for multivariate Huesler-Reiss Pareto distribution |
Gamma2chi |
Transformation of the Huesler-Reiss variogram Gamma to extremal correlation chi |
Gamma2chi_3D |
Compute theoretical chi in 3D |
Gamma2graph |
Transformation of Gamma matrix to graph object |
Gamma2par |
Extract upper triangular part of Gamma |
Gamma2Sigma |
Transformation of Gamma matrix to Sigma^(k) matrix |
graphicalExtremes |
graphicalExtremes: Statistical methodology for graphical extreme value models. |
logdVK_HR |
Compute censored exponent measure |
logdV_HR |
Compute the exponent measure density of HR distribution |
logLH_HR |
Full censored log-likelihood of HR model |
mparetomargins |
Marginalize multivariate Pareto dataset |
mst_HR |
Fitting of Huesler-Reiss minimum spanning tree |
par2Gamma |
Create Gamma from vector |
rmpareto |
Sampling of a multivariate Pareto distribution |
rmpareto_tree |
Sampling of a multivariate Pareto distribution on a tree |
rmstable |
Sampling of a multivariate max-stable distribution |
rmstable_tree |
Sampling of a multivariate max-stable distribution on a tree |
select_edges |
Select edges to add to a graph |
set_graph_parameters |
Set graphical parameters |
Sigma2Gamma |
Transformation of Sigma^(k) matrix to Gamma matrix |
simu_px_dirichlet |
Simulate Dirichlet extremal functions |
simu_px_HR |
Simulate HR extremal functions |
simu_px_logistic |
Simulate logistic extremal functions |
simu_px_neglogistic |
Simulate negative logistic extremal functions |
simu_px_tree_dirichlet |
Simulate Dirichlet extremal functions on a tree |
simu_px_tree_HR |
Simulate HR extremal functions on a tree |
simu_px_tree_logistic |
Simulate logistic extremal functions on a tree |
unif |
Uniform margin |
V_HR |
Compute exponent measure |