complete_Gamma_decomposable: Completion of decomposable Gamma matrices

In sebastian-engelke/graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Completion of decomposable Gamma matrices

Description

Given a decomposable graph and incomplete variogram matrix Gamma, returns the full Gamma matrix implied by the conditional independencies.

Usage

complete_Gamma_decomposable(Gamma, graph = NULL)

Arguments

Gamma	A variogram matrix that is specified on the edges of graph and the diagonals. All other entries are ignored (if graph is specified), or should be NA to indicate non-edges in graph.
graph	NULL or a decomposable [igraph::graph] object. If NULL, the structure of NA entries in Gamma is used instead.

Value

A complete variogram matrix that agrees with Gamma on the entries corresponding to edges in graph and the diagonals. The corresponding \eTheta matrix produced by Gamma2Theta() has zeros in the remaining entries.

See Also

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

sebastian-engelke/graphicalExtremes documentation built on Jan. 10, 2025, 10:02 a.m.