View source: R/estimation_structure.R
emst | R Documentation |
Fits an extremal minimum spanning tree, where the edge weights are:
negative maximized log-likelihoods of the bivariate Huesler-Reiss distributions,
if method = "ML"
. See \insertCiteeng2019;textualgraphicalExtremes for details.
empirical extremal variogram, if method = "vario"
. See \insertCiteeng2020;textualgraphicalExtremes for details.
empirical extremal correlation, if method = "chi"
. See \insertCiteeng2020;textualgraphicalExtremes for details.
emst(data, p = NULL, method = c("vario", "ML", "chi"), cens = FALSE)
data |
Numeric \nxd matrix, where |
p |
Numeric between 0 and 1 or |
method |
One of |
cens |
Logical. This argument is considered only if |
List consisting of:
graph |
An |
Gamma |
Numeric \dxd estimated variogram matrix \eGamma corresponding to the fitted minimum spanning tree. |
Other structure estimation methods:
data2mpareto()
,
eglatent()
,
eglearn()
,
fit_graph_to_Theta()
## Fitting a 4-dimensional HR minimum spanning tree
my_graph <- igraph::graph_from_adjacency_matrix(
rbind(
c(0, 1, 0, 0),
c(1, 0, 1, 1),
c(0, 1, 0, 0),
c(0, 1, 0, 0)
),
mode = "undirected"
)
n <- 100
Gamma_vec <- c(.5, 1.4, .8)
complete_Gamma(Gamma = Gamma_vec, graph = my_graph) ## full Gamma matrix
set.seed(123)
my_data <- rmpareto_tree(n, "HR", tree = my_graph, par = Gamma_vec)
my_fit <- emst(my_data, p = NULL, method = "ML", cens = FALSE)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.