View source: R/matrix_completions_main.R
complete_Gamma | R Documentation |
Given a graph
and a (partial) variogram matrix Gamma
, returns a full
variogram matrix that agrees with Gamma
in entries corresponding to edges
of graph
and whose corresponding precision matrix, obtained by
Gamma2Theta()
, has zeros in entries corresponding to non-edges of graph
.
For results on the existence and uniqueness of this completion, see
\insertCitehen2022;textualgraphicalExtremes.
complete_Gamma(Gamma, graph = NULL, ...)
Gamma |
Numeric \dxd variogram matrix. |
graph |
|
... |
Further arguments passed to |
If graph
is decomposable, Gamma
only needs to be specified on
the edges of the graph, other entries are ignored.
If graph
is not decomposable, the graphical completion algorithm requires
a fully specified (but non-graphical) variogram matrix Gamma
to begin with.
If not initial completion is provided, the function edmcr::npf()
can be used to compute one. The package edmcr
might need to be installed
manually from GitHub!
Completed \dxd variogram matrix.
Gamma2Theta()
Other matrix completion related topics:
complete_Gamma_decomposable()
,
complete_Gamma_general()
,
complete_Gamma_general_demo()
,
complete_Gamma_general_split()
## Block graph:
Gamma <- rbind(
c(0, .5, NA, NA),
c(.5, 0, 1, 1.5),
c(NA, 1, 0, .8),
c(NA, 1.5, .8, 0)
)
complete_Gamma(Gamma)
## Alternative representation of the same completion problem:
my_graph <- igraph::graph_from_adjacency_matrix(rbind(
c(0, 1, 0, 0),
c(1, 0, 1, 1),
c(0, 1, 0, 1),
c(0, 1, 1, 0)
), mode = "undirected")
Gamma_vec <- c(.5, 1, 1.5, .8)
complete_Gamma(Gamma_vec, my_graph)
## Decomposable graph:
G <- rbind(
c(0, 5, 7, 6, NA),
c(5, 0, 14, 15, NA),
c(7, 14, 0, 5, 5),
c(6, 15, 5, 0, 6),
c(NA, NA, 5, 6, 0)
)
complete_Gamma(G)
## Non-decomposable graph:
G <- rbind(
c(0, 5, 7, 6, 6),
c(5, 0, 14, 15, 13),
c(7, 14, 0, 5, 5),
c(6, 15, 5, 0, 6),
c(6, 13, 5, 6, 0)
)
g <- igraph::make_ring(5)
complete_Gamma(G, g)
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