complete_Gamma_decomposable

Given a decomposable <code>graph</code> and incomplete variogram matrix <code>Gamma</code>,
returns the full <code>Gamma</code> matrix implied by the conditional independencies.

Statistical methodology for sparse multivariate extreme value models. Methods are
provided for exact simulation and statistical inference for multivariate Pareto distributions
on graphical structures as described in the paper 'Graphical Models for Extremes' by
Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

Sebastian Engelke

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Adrien S. Hitz

Nicola Gnecco

Manuel Hentschel

complete_Gamma_decomposable function

<dl><dt>Gamma</dt>
<dd>A variogram matrix that is specified on the edges of <code>graph</code>
and the diagonals. All other entries are ignored (if <code>graph</code> is specified),
or should be <code>NA</code> to indicate non-edges in <code>graph</code>.</dd>
<dt>graph</dt>
<dd><code>NULL</code> or a decomposable [<code><a href="/link/igraph%3A%3Agraph?package=graphicalExtremes&version=0.3.2" data-mini-rdoc="graphicalExtremes::igraph::graph">igraph::graph</a></code>] object. If <code>NULL</code>, the
structure of <code>NA</code> entries in <code>Gamma</code> is used instead.</dd></dl>

Arguments

Completion of decomposable Gamma matrices — complete_Gamma_decomposable

<dl>

<dt>Gamma</dt>
<dd>A variogram matrix that is specified on the edges of <code>graph</code>
and the diagonals. All other entries are ignored (if <code>graph</code> is specified),
or should be <code>NA</code> to indicate non-edges in <code>graph</code>.</dd>


<dt>graph</dt>
<dd><code>NULL</code> or a decomposable [<code><a href='https://rdrr.io/pkg/igraph/man/make_graph.html'>igraph::graph</a></code>] object. If <code>NULL</code>, the
structure of <code>NA</code> entries in <code>Gamma</code> is used instead.</dd>

</dl>

complete_Gamma_decomposable: Completion of decomposable Gamma matrices

Description

Usage

Value

Arguments

See Also