Package: graphicalExtremes 0.3.3
graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models
Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.
Authors:
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graphicalExtremes.pdf |graphicalExtremes.html✨
graphicalExtremes/json (API)
# Install 'graphicalExtremes' in R: |
install.packages('graphicalExtremes', repos = c('https://sebastian-engelke.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/sebastian-engelke/graphicalextremes/issues
Last updated 3 months agofrom:40f6756199. Checks:1 OK, 8 NOTE. Indexed: yes.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Mar 10 2025 |
R-4.5-win | NOTE | Mar 10 2025 |
R-4.5-mac | NOTE | Mar 10 2025 |
R-4.5-linux | NOTE | Mar 10 2025 |
R-4.4-win | NOTE | Mar 10 2025 |
R-4.4-mac | NOTE | Mar 10 2025 |
R-4.4-linux | NOTE | Mar 10 2025 |
R-4.3-win | NOTE | Mar 10 2025 |
R-4.3-mac | NOTE | Mar 10 2025 |
Exports:checkGammacheckMatrixcheckSigmacheckSigmaThetacheckThetachi2Gammacomplete_Gammacomplete_Gamma_decomposablecomplete_Gamma_generalcomplete_Gamma_general_democomplete_Gamma_general_splitdata2mparetoeglatenteglearnemp_chiemp_chi_multdimemp_chi_pairwiseemp_varioemp_vario_pairwiseemstemtp2ensure_matrix_symmetryensure_matrix_symmetry_and_truncate_zerosfit_graph_to_ThetaflightCountMatrixToConnectionListfmpareto_graph_HRfmpareto_HR_MLEGamma2chiGamma2GammaGamma2graphGamma2SigmaGamma2Thetagenerate_random_cactusgenerate_random_chordal_graphgenerate_random_connected_graphgenerate_random_Gammagenerate_random_graphical_Gammagenerate_random_integer_Gammagenerate_random_modelgenerate_random_spd_matrixgenerate_random_treeget_alert_functionget_large_tolget_mc_coresget_small_tolgetDanubeFlowGraphgetFlightDelayDatagetFlightGraphis_valid_Gammais_valid_Sigmais_valid_Thetaloglik_HRmatrix2matrixpartialMatrixToGraphplotDanubeplotDanubeIGraphplotFlightsrmparetormpareto_treermstablermstable_treeSigma2GammaSigma2graphSigma2SigmaSigma2ThetaTheta2GammaTheta2graphTheta2SigmaTheta2Thetatruncate_zeros
Dependencies:bitbit64clicodetoolscorpcorcpp11CVXRECOSolveRforeachglassoFastglmnetgluegmpigraphiteratorslatticelifecyclemagrittrMatrixmvtnormosqppkgconfigR6rbibutilsRcppRcppEigenRdpackrlangRmpfrscsshapesurvivalvctrs