complete_Gamma_general_demo: DEMO-VERSION: Completion of non-decomposable Gamma matrices

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

DEMO-VERSION: Completion of non-decomposable Gamma matrices

Description

Given a graph and variogram matrix Gamma, returns the full Gamma matrix implied by the conditional independencies. DEMO VERSION: Returns a lot of details and allows specifying the graph list that is used. Is way slower than other functions.

Usage

complete_Gamma_general_demo(Gamma, graph, N = 1000, tol = 0, gList = NULL)

Arguments

Gamma	A complete variogram matrix (without any graphical structure).
graph	An igraph::graph object.
N	The maximal number of iterations of the algorithm.
tol	The tolerance to use when checking for zero entries in Theta.
gList	A list of graphs to be used instead of the output from make_sep_list().

Value

A nested list, containing the following details. The "error term" is the maximal absolute value of Theta in a non-edge entry.

graph, N, tol	As in the input
gList	As in the input or computed by make_sep_list().
Gamma0, Theta0, err0	Initial Gamma, Theta, and error term.
iterations	A nested list, containing the following infos for each performed iteration: n Number of the iteration t Corresponding index in gList g The graph used Gamma, Theta, err The value of Gamma, Theta, and error term after the iteration

See Also

Other matrix completion related topics: complete_Gamma_decomposable(), complete_Gamma_general_split(), complete_Gamma_general(), complete_Gamma()

graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.