Zmatrix: Computes the Z-matrix
In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models
View source: R/estimation_emtp2.R
Zmatrix R Documentation
Computes the Z-matrix
Description
Copied from the R package "golazo" with kind permission by Piotr Zwiernik piotr.zwiernik@utoronto.ca.
This function outputs the Z matrix, that is, the unique ultrametric matrix dominating S.
This matrix is used to construct a starting point in the GOLAZO algorithm when L=0 but U has strictly positive (off-diagonal entries).
Usage
Zmatrix(S)
Arguments
S
a covariance matrix
graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.
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View source: R/estimation_emtp2.R
| Zmatrix | R Documentation |
Computes the Z-matrix
Description
Copied from the R package "golazo" with kind permission by Piotr Zwiernik piotr.zwiernik@utoronto.ca. This function outputs the Z matrix, that is, the unique ultrametric matrix dominating S. This matrix is used to construct a starting point in the GOLAZO algorithm when L=0 but U has strictly positive (off-diagonal entries).
Usage
Zmatrix(S)
Arguments
S |
a covariance matrix |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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