Package: graphicalExtremes 0.3.2

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:Sebastian Engelke [aut, cre], Adrien S. Hitz [aut], Nicola Gnecco [aut], Manuel Hentschel [aut]

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Bug tracker:https://github.com/sebastian-engelke/graphicalextremes/issues

On CRAN:

70 exports 13 stars 2.28 score 45 dependencies 1 dependents 23 scripts 394 downloads

Last updated 5 months agofrom:6f26367bbd. Checks:OK: 1 NOTE: 6. Indexed: yes.

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:bitbit64clarabelcliclustercodetoolscorpcorcpp11CVXRECOSolveRedmcrforeachglassoFastglmnetgluegmpigraphiteratorslatticelbfgslifecyclemagrittrMASSMatrixmgcvmvtnormnlmenloptrosqppermutepkgconfigR6rbibutilsRcppRcppEigenRdpackrlangRmpfrscssdpt3rshapesurvivaltruncnormvctrsvegan