graphicalExtremes: graphicalExtremes: Statistical methodology for graphical...
In sebastian-engelke/graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models
graphicalExtremes R Documentation
graphicalExtremes: Statistical methodology for graphical extreme value models.
Description
An implementation of the statistical methodology paper \localCiteTeng2019 for sparse
multivariate extreme value models.
Includes exact simulation algorithms and statistical
inference methods for multivariate Pareto distributions on graphical structures.
Also contains implementations of statistical methods from
\localCiteTeng2020, \localCiteTroe2021, and \localCiteThen2022.
Details
The following global options are used by functions in the package.
Their values can be changed using base::options().
"graphicalExtremes.mc.cores"-
The (maximal) number of cores to use in parallel tasks.
Will always be overwritten by 1 on Windows.
"graphicalExtremes.tol.small"-
The "small" tolerance is used in internal computations for values that should
mathematically be exactly equal to zero, but deviate due to inherent
limitations of numerical computations. This value is used e.g. when checking
matrices for symmetry and definiteness.
In general, this value is used only as a "permissive" tolerance, in the sense
that if a value has to be positive, it is compared to actual zero, but if
it has to be zero, its absolute value is compared to this tolerance.
"graphicalExtremes.tol.large"-
The "large" tolerance is used for values that converge to zero, but are
mathematically not supposed to be equal to zero. This value is used e.g.
when converting a precision matrix \eTheta to an adjacency matrix of a graph.
"graphicalExtremes.default.alert-
The default alert function to be used in validity checks of Huesler-Reiss parameter matrix transformations.
Can be a function that takes an arbitrary number of strings as arguments (e.g. cat(), stop()),
FALSE to ignore the alerts, or TRUE/NULL to use the default function warning().
Author(s)
Maintainer: Sebastian Engelke sebastian.engelke@unige.ch
Authors:
Adrien S. Hitz
Nicola Gnecco
Manuel Hentschel
References
\insertAllCited
See Also
Useful links:
sebastian-engelke/graphicalExtremes documentation built on Jan. 10, 2025, 10:02 a.m.
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| graphicalExtremes | R Documentation |
graphicalExtremes: Statistical methodology for graphical extreme value models.
Description
An implementation of the statistical methodology paper \localCiteTeng2019 for sparse multivariate extreme value models. Includes exact simulation algorithms and statistical inference methods for multivariate Pareto distributions on graphical structures. Also contains implementations of statistical methods from \localCiteTeng2020, \localCiteTroe2021, and \localCiteThen2022.
Details
The following global options are used by functions in the package.
Their values can be changed using base::options().
"graphicalExtremes.mc.cores"-
The (maximal) number of cores to use in parallel tasks. Will always be overwritten by 1 on Windows.
"graphicalExtremes.tol.small"-
The "small" tolerance is used in internal computations for values that should mathematically be exactly equal to zero, but deviate due to inherent limitations of numerical computations. This value is used e.g. when checking matrices for symmetry and definiteness. In general, this value is used only as a "permissive" tolerance, in the sense that if a value has to be positive, it is compared to actual zero, but if it has to be zero, its absolute value is compared to this tolerance.
"graphicalExtremes.tol.large"-
The "large" tolerance is used for values that converge to zero, but are mathematically not supposed to be equal to zero. This value is used e.g. when converting a precision matrix \eTheta to an adjacency matrix of a graph.
"graphicalExtremes.default.alert-
The default alert function to be used in validity checks of Huesler-Reiss parameter matrix transformations. Can be a function that takes an arbitrary number of strings as arguments (e.g.
cat(),stop()),FALSEto ignore the alerts, orTRUE/NULLto use the default functionwarning().
Author(s)
Maintainer: Sebastian Engelke sebastian.engelke@unige.ch
Authors:
Adrien S. Hitz
Nicola Gnecco
Manuel Hentschel
References
\insertAllCitedSee Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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