complete_Gamma_general_split: Non-decomposable completion of variogram matrices

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Non-decomposable completion of variogram matrices

Description

Given a non-decomposable graph, and (non-graphical) variogram matrix Gamma, modifies Gamma in non-edge entries, such that the resulting matrix is a variogram matrix with graphical structure described by graph. Does so by splitting graph at complete separators into smaller subgraphs, and calling complete_Gamma_general for each subgraph/submatrix, using multiple cores if available.

Usage

complete_Gamma_general_split(
  Gamma,
  graph,
  N = 10000,
  sub_tol = get_large_tol() * 0.001,
  check_tol = 100,
  mc_cores_overwrite = NULL,
  final_tol = get_large_tol()
)

Arguments

Gamma	Numeric \dxd variogram matrix.
graph	igraph::graph() object.
N	Maximum number of iterations.
sub_tol	Numeric scalar. Tolerance to be used when completing submatrices. Should be smaller than final_tol.
check_tol	Numeric/integer scalar. How often to check the tolerance when completing submatrices.
mc_cores_overwrite	NULL or numeric/integer scalar. Maximal number of cores to use.
final_tol	Numeric scalar. Check convergence of the final result with this tolerance. Skipped if this value is < 0.

Value

A completed \dxd variogram matrix.

See Also

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

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