R/graphicalExtremes-package.R

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

#' graphicalExtremes: Statistical methodology for graphical extreme value models.
#'
#' An implementation of the statistical methodology paper \localCiteT{eng2019} for sparse
#' multivariate extreme value models.
#' Includes exact simulation algorithms and statistical 
#' inference methods for multivariate Pareto distributions on graphical structures.
#' Also contains implementations of statistical methods from
#' \localCiteT{eng2020}, \localCiteT{roe2021}, and \localCiteT{hen2022}.
#' 
#' The following global options are used by functions in the package.
#' Their values can be changed using [base::options()].
#' \describe{
#'   \item{`"graphicalExtremes.mc.cores"`}{
#'     The (maximal) number of cores to use in parallel tasks.
#'     Will always be overwritten by 1 on Windows.
#'   }
#'   \item{`"graphicalExtremes.tol.small"`}{
#'     The "small" tolerance is used in internal computations for values that should
#'     mathematically be exactly **equal to zero**, but deviate due to inherent
#'     limitations of numerical computations. This value is used e.g. when checking
#'     matrices for symmetry and definiteness.
#'     In general, this value is used only as a "permissive" tolerance, in the sense
#'     that if a value has to be positive, it is compared to actual zero, but if
#'     it has to be zero, its absolute value is compared to this tolerance.
#'   }
#'   \item{`"graphicalExtremes.tol.large"`}{
#'     The "large" tolerance is used for values that **converge to zero**, but are
#'     mathematically not supposed to be equal to zero. This value is used e.g.
#'     when converting a precision matrix \eTheta to an adjacency matrix of a graph.
#'   }
#'   \item{`"graphicalExtremes.default.alert`}{
#'     The default alert function to be used in validity checks of Huesler-Reiss parameter matrix transformations.
#'     Can be a function that takes an arbitrary number of strings as arguments (e.g. `cat()`, `stop()`),
#'     `FALSE` to ignore the alerts, or `TRUE`/`NULL` to use the default function `warning()`.
#'   }
#' }
#' 
#' 
#' @name graphicalExtremes
#' 
#' @importFrom Rdpack reprompt
#'
#' @references \insertAllCited{}
#' @aliases graphicalExtremes-package
#' @keywords internal
"_PACKAGE"