get_small_tol

get_large_tol

Helper function that returns the tolerance to be used in internal computations.

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

get_small_tol function

<dl><dt>overwrite</dt>
<dd><code>NULL</code> or numeric scalar. If specified, use this value
instead of the option value.</dd></dl>

Arguments

Tolerances to be used in computations — get_small_tol

<dl>

<dt>overwrite</dt>
<dd><code>NULL</code> or numeric scalar. If specified, use this value
instead of the option value.</dd>

</dl>

get_small_tol: Tolerances to be used in computations

Description

Usage

Value

Arguments

Details

See Also