fast_diag

Fast computation of diag(y %% M %% t(y))

internal

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

fast_diag function

<dl><dt>y</dt>
<dd>Numeric matrix</dd>
<dt>M</dt>
<dd>Numeric matrix</dd></dl>

Arguments

Fast computation of diag(y %% M %% t(y)) — fast_diag

<dl>

<dt>y</dt>
<dd>Numeric matrix</dd>


<dt>M</dt>
<dd>Numeric matrix</dd>

</dl>

fast_diag: Fast computation of diag(y %% M %% t(y))

Description

Usage

Value

Arguments