parameterMatrixConversion: Conversion between Huesler-Reiss parameter matrices

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Conversion between Huesler-Reiss parameter matrices

Description

Converts between different matrices that parametrize the same Huesler-Reiss distribution: \eGamma, \eSigma, \eTheta, \eSigmaK, \eThetaK. The \d1xd1 matrices \eSigmaK and \eThetaK can also be given/returned as \dxd matrices with the kth row and column filled with zeros.

Usage

Gamma2Sigma(Gamma, k = NULL, full = FALSE, check = TRUE)

Gamma2Theta(Gamma, k = NULL, full = FALSE, check = TRUE)

Sigma2Gamma(Sigma, k = NULL, full = FALSE, check = TRUE)

Theta2Gamma(Theta, k = NULL, full = FALSE, check = TRUE)

Sigma2Theta(
  Sigma,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Theta2Sigma(
  Theta,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Theta2Theta(
  Theta,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Sigma2Sigma(
  Sigma,
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Gamma2Gamma(Gamma, check = TRUE)

matrix2matrix(
  M,
  name1 = c("Gamma", "Sigma", "Theta")[1],
  name2 = c("Gamma", "Sigma", "Theta")[1],
  k1 = NULL,
  k2 = NULL,
  full1 = FALSE,
  full2 = FALSE,
  check = TRUE
)

Arguments

Gamma	Numeric \dxd variogram matrix.
k	NULL if the input/output matrix is \eSigma/\eTheta. Else, an integer between 1 and d indicating the value of k in \eSigmaK, \eThetaK.
full	Logical. If TRUE and !is.null(k), the input/output matrix is a \dxd matrix with the kth row filled with zeros.
check	Whether to check the inputs and call ensure_matrix_symmetry_and_truncate_zeros on the outputs.
Sigma	Numeric \dxd or \d1xd1 covariance matrix.
Theta	Numeric \dxd or \d1xd1 precision matrix.
k1	NULL if the input matrix is \eSigma/\eTheta. Else, an integer between 1 and d indicating the value of k in \eSigmaK, \eThetaK.
k2	NULL if the output matrix is \eSigma/\eTheta. Else, an integer between 1 and d indicating the value of k in \eSigmaK, \eThetaK.
full1	Logical. If TRUE and !is.null(k1), the input is a \dxd matrix with the kth row filled with zeros.
full2	Logical. If TRUE and !is.null(k2), the output is a \dxd matrix with the kth row filled with zeros.
M	Numeric matrix, \eGamma, \eSigma, or \eTheta.
name1	Name of the input representation.
name2	Name of the output representation.

Details

If k, k1, or k2 is NULL, the corresponding ⁠full*⁠ argument is ignored.

Gamma2Gamma only checks and returns the input.

matrix2matrix is a wrapper function that calls the corresponding conversion function implied by name1, name2.

Value

The desired parameter matrix corresponding to the specified inputs.

See Also

Other parameter matrix transformations: Gamma2graph(), chi2Gamma(), par2Matrix()

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