Function reference • graphicalExtremes

Datasets

flights: Flights delay data

danube: Upper Danube basin dataset

flightCountMatrixToConnectionList(): Convert flight counts to connection list

getFlightDelayData(): Get filtered flight delays

getFlightGraph(): Get flight graph

plotFlights(): Plot flight data

getDanubeFlowGraph(): Get Danube flow graph

plotDanube() plotDanubeIGraph(): Plot Danube River Flow Data

Parameter and structure estimation

data2mpareto(): Data standardization to multivariate Pareto scale

emp_chi() emp_chi_pairwise(): Empirical estimation of extremal correlation matrix \(\chi\)

emp_chi_multdim(): Empirical estimation of extremal correlation \(\chi\)

emp_vario() emp_vario_pairwise(): Estimation of the variogram matrix \(\Gamma\) of a Huesler-Reiss distribution

emtp2(): Performs Gaussian likelihood optimization under Laplacian matrix constraints.

fmpareto_HR_MLE(): Parameter fitting for multivariate Huesler-Reiss Pareto distribution

fmpareto_graph_HR(): Parameter fitting for Huesler-Reiss graphical models

loglik_HR(): Compute Huesler-Reiss log-likelihood, AIC, and BIC

eglatent(): Learning extremal graph structure with latent variables

eglearn(): Learning extremal graph structure

emst(): Fitting extremal minimum spanning tree

fit_graph_to_Theta(): Experimental: Fit graph using empirical Theta matrix

Parameter matrix transformations and completions

complete_Gamma(): Completion of Gamma matrices

complete_Gamma_decomposable(): Completion of decomposable Gamma matrices

complete_Gamma_general(): Non-decomposable completion of variogram matrices

complete_Gamma_general_demo(): DEMO-VERSION: Completion of non-decomposable Gamma matrices

complete_Gamma_general_split(): Non-decomposable completion of variogram matrices

chi2Gamma() Gamma2chi(): Transformation between \(\chi\) and \(\Gamma\)

Gamma2graph() Sigma2graph() Theta2graph() partialMatrixToGraph(): Convert matrix to graph

Gamma2Sigma() Gamma2Theta() Sigma2Gamma() Theta2Gamma() Sigma2Theta() Theta2Sigma() Theta2Theta() Sigma2Sigma() Gamma2Gamma() matrix2matrix(): Conversion between Huesler-Reiss parameter matrices

checkGamma() checkSigmaTheta() checkTheta() checkSigma() checkMatrix() is_valid_Gamma() is_valid_Theta() is_valid_Sigma(): HR parameter matrix checks

ensure_matrix_symmetry() truncate_zeros() ensure_matrix_symmetry_and_truncate_zeros(): Ensure numerical matrix symmetry/zero values

Example generations

generate_random_chordal_graph() generate_random_connected_graph() generate_random_tree() generate_random_cactus(): Generate random graphs

generate_random_Gamma(): Generate a random Gamma matrix

generate_random_graphical_Gamma(): Generate a random Gamma matrix for a given graph

generate_random_integer_Gamma(): Generate a random Gamma matrix containing only integers

generate_random_model(): Generate random Huesler-Reiss Models

generate_random_spd_matrix(): Generate a random symmetric positive definite matrix

Sampling functions

rmpareto(): Sampling of a multivariate Pareto distribution

rmpareto_tree(): Sampling of a multivariate Pareto distribution on a tree

rmstable(): Sampling of a multivariate max-stable distribution

rmstable_tree(): Sampling of a multivariate max-stable distribution on a tree

Utility functions

get_alert_function(): Get alert function

get_mc_cores(): Number of cores to be used in parallel computations

get_small_tol() get_large_tol(): Tolerances to be used in computations

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