View source: R/estimation_structure.R
eglearn | R Documentation |
Following the methodology from \insertCiteeng2022a;textualgraphicalExtremes, fits an extremal graph structure using the neighborhood selection approach (see \insertCitemeins2006;textualgraphicalExtremes) or graphical lasso (see \insertCitefriedman2008;textualgraphicalExtremes).
eglearn(
data,
p = NULL,
rholist = c(0.1, 0.15, 0.19, 0.205),
reg_method = c("ns", "glasso"),
complete_Gamma = FALSE
)
data |
Numeric \nxd matrix, where |
p |
Numeric between 0 and 1 or |
rholist |
Numeric vector of non-negative regularization parameters
for the lasso.
Default is |
reg_method |
One of |
complete_Gamma |
Whether you want to try fto complete Gamma matrix.
Default is |
List made of:
graph |
A list of |
Gamma |
A list of numeric estimated \dxd
variogram matrices \eGamma corresponding to the fitted graphs,
for each |
rholist |
The list of penalty coefficients. |
graph_ic |
A list of |
Gamma_ic |
A list of numeric \dxd estimated
variogram matrices \eGamma corresponding
to the |
Other structure estimation methods:
data2mpareto()
,
eglatent()
,
emst()
,
fit_graph_to_Theta()
set.seed(2)
m <- generate_random_model(d=6)
y <- rmpareto(n=500, par=m$Gamma)
ret <- eglearn(y)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.