R: Statistical Methodology for Graphical Extreme Value Models

# Statistical Methodology for Graphical Extreme Value Models

## Documentation for package ‘graphicalExtremes’ version 0.3.5

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

checkGamma | HR parameter matrix checks
checkMatrix | HR parameter matrix checks
checkSigma | HR parameter matrix checks
checkSigmaTheta | HR parameter matrix checks
checkTheta | HR parameter matrix checks
chi2Gamma | Transformation between chi and Gamma
complete_Gamma | Completion of Gamma matrices
complete_Gamma_decomposable | Completion of decomposable Gamma matrices
complete_Gamma_general | Non-decomposable completion of variogram matrices
complete_Gamma_general_demo | DEMO-VERSION: Completion of non-decomposable Gamma matrices
complete_Gamma_general_split | Non-decomposable completion of variogram matrices
danube | Upper Danube basin dataset
data2mpareto | Data standardization to multivariate Pareto scale
eglatent | Learning extremal graph structure with latent variables
eglearn | Learning extremal graph structure
emp_chi | Empirical estimation of extremal correlation matrix chi
emp_chi_multdim | Empirical estimation of extremal correlation chi
emp_chi_pairwise | Empirical estimation of extremal correlation matrix chi
emp_vario | Estimation of the variogram matrix Gamma of a Huesler-Reiss distribution
emp_vario_pairwise | Estimation of the variogram matrix Gamma of a Huesler-Reiss distribution
emst | Fitting extremal minimum spanning tree
emtp2 | Performs Gaussian likelihood optimization under Laplacian matrix constraints.
ensure_matrix_symmetry | Ensure numerical matrix symmetry/zero values
ensure_matrix_symmetry_and_truncate_zeros | Ensure numerical matrix symmetry/zero values
fit_graph_to_Theta | Experimental: Fit graph using empirical Theta matrix
flightCountMatrixToConnectionList | Convert flight counts to connection list
flights | Flights delay data
fmpareto_graph_HR | Parameter fitting for Huesler-Reiss graphical models
fmpareto_HR_MLE | Parameter fitting for multivariate Huesler-Reiss Pareto distribution
Gamma2chi | Transformation between chi and Gamma
Gamma2Gamma | Conversion between Huesler-Reiss parameter matrices
Gamma2graph | Convert matrix to graph
Gamma2Sigma | Conversion between Huesler-Reiss parameter matrices
Gamma2Theta | Conversion between Huesler-Reiss parameter matrices
generate_random_cactus | Generate random graphs
generate_random_chordal_graph | Generate random graphs
generate_random_connected_graph | Generate random graphs
generate_random_Gamma | Generate a random Gamma matrix
generate_random_graphical_Gamma | Generate a random Gamma matrix for a given graph
generate_random_integer_Gamma | Generate a random Gamma matrix containing only integers
generate_random_model | Generate random Huesler-Reiss Models
generate_random_spd_matrix | Generate a random symmetric positive definite matrix
generate_random_tree | Generate random graphs
getDanubeFlowGraph | Get Danube flow graph
getFlightDelayData | Get filtered flight delays
getFlightGraph | Get flight graph
get_alert_function | Get alert function
get_large_tol | Tolerances to be used in computations
get_mc_cores | Number of cores to be used in parallel computations
get_small_tol | Tolerances to be used in computations
is_valid_Gamma | HR parameter matrix checks
is_valid_Sigma | HR parameter matrix checks
is_valid_Theta | HR parameter matrix checks
loglik_HR | Compute Huesler-Reiss log-likelihood, AIC, and BIC
matrix2matrix | Conversion between Huesler-Reiss parameter matrices
partialMatrixToGraph | Convert matrix to graph
plotDanube | Plot Danube River Flow Data
plotDanubeIGraph | Plot Danube River Flow Data
plotFlights | Plot flight data
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
Sigma2Gamma | Conversion between Huesler-Reiss parameter matrices
Sigma2graph | Convert matrix to graph
Sigma2Sigma | Conversion between Huesler-Reiss parameter matrices
Sigma2Theta | Conversion between Huesler-Reiss parameter matrices
Theta2Gamma | Conversion between Huesler-Reiss parameter matrices
Theta2graph | Convert matrix to graph
Theta2Sigma | Conversion between Huesler-Reiss parameter matrices
Theta2Theta | Conversion between Huesler-Reiss parameter matrices
truncate_zeros | Ensure numerical matrix symmetry/zero values