fit_graph_to_Theta: Experimental: Fit graph using empirical Theta matrix

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

Experimental: Fit graph using empirical Theta matrix

Description

Fits a graph to an empirical Gamma matrix by computing the corresponding Theta matrix using Gamma2Theta() and greedily chooses m edges that correspond to high absolute values in Theta.

Usage

fit_graph_to_Theta(data, m = NULL, Gamma_emp = NULL)

Arguments

data	The (standardized) data from which to compute Gamma
m	The number of edges to add, defaults to the number of edges in a tree
Gamma_emp	The empirical Gamma matrix (can be NULL if data is given)

Value

A list containing an [igraph::graph] object and a fitted Gamma matrix

See Also

Other structure estimation methods: data2mpareto(), eglatent(), eglearn(), emst()

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