Estimation of Tail Dependence in Graphical Models


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Documentation for package ‘gremes’ version 0.1.1

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gremes-package gremes: Estimation of extremal dependence parameters on graphical models related to trees and block graphs
Adjacent Creates an empty object of class 'Adjacent'
BlockGraph Creates object of class 'BlockGraph'
combine Combines objects
combine.Set Combines objects
confInt Confidence intervals for pairwise EC estimates
confInt.EKS Confidence intervals for pairwise EC estimates
Coordinates Creates an empty object of class 'Coordinates'
Danube Danube Dataset
DanubeFlow Danube flow
DanubeTree Danube tree
diagnost Diagnostic tool for generated sample
diagnost.HRMnetwork Diagnostic tool for generated sample
EKS Object of class 'EKS'
EKS_part Object of class 'EKS_part'
EngHitz Object of class 'EngHitz'
estimate Provides estimation of parameters
estimate.EKS Provides estimation of parameters
estimate.HRMBG Provides estimation of parameters
estimate.HRMtree Provides estimation of parameters
estimate.MLEave Provides estimation of parameters
estimate.MMEave Provides estimation of parameters
evalPoints Matrix of coordinates
evalPoints.Coordinates Matrix of coordinates
evalPoints.RootDepSet Matrix of coordinates
extrCoeff Calculates extremal coefficients
extrCoeff.HRMBG Calculates extremal coefficients
extrCoeff.HRMtree Calculates extremal coefficients
extrCoeff.Network Calculates extremal coefficients
FlowConnect An empty object of class 'FlowConnect'
flowConnection Creates a matrix of flow connectedness for a tree
flowConnection.FlowConnectionGraph Creates a matrix of flow connectedness for a tree
FlowConnectionGraph Object of class 'FlowConnectionGraph'
FlowConnectionMatrix Object of class 'FlowConnectionMatrix'
getGraph It retrieves the graph of an object of appropriate class
getGraph.default It retrieves the graph of an object of appropriate class
getGraph.HRMnetwork It retrieves the graph of an object of appropriate class
getGraph.Network It retrieves the graph of an object of appropriate class
getNoDataNodes It retrieves the nodes without data
getNoDataNodes.default It retrieves the nodes without data
getNoDataNodes.Network It retrieves the nodes without data
getNodesWithData It retrieves the nodes for which data are missing
getNodesWithData.default It retrieves the nodes for which data are missing
getNodesWithData.Network It retrieves the nodes for which data are missing
getParams It retrieves the parameters associated to an HRMnetwork
getParams.default It retrieves the parameters associated to an HRMnetwork
getParams.HRMnetwork It retrieves the parameters associated to an HRMnetwork
gremes gremes: Estimation of extremal dependence parameters on graphical models related to trees and block graphs
GTree Creates object of class 'GTree'
HRLambda Parameter matrix of a Huesler-Reiss distribution
HRLambda.HRMBG Parameter matrix of a Huesler-Reiss distribution
HRMBG Object of class 'HRMBG'
HRMnetwork Object of class 'HRMnetwork'
HRMtree Object of class 'HRMtree'
is_identifiable Identifiability in case of latent variables
MLE1 Object of class 'MLE1'
MLE2 Object of class 'MLE2'
MLEave Object of class 'MLEave'
MME Object of class 'MME'
MMEave Object of class 'MMEave'
Neighborhood An empty object of class 'Neighborhood'
Network Creates objects of calss 'Network'
plotEC Plots Extremal coefficients
Quadruples Creates an empty object of class 'Quadruples'
rHRM Generates random sample
rHRM.HRMBG Generates random sample
rHRM.HRMnetwork Generates random sample
RootDepSet An empty object of class 'RootDepSet'
Seine Seine Dataset
Set An empty object of class 'Set'
setParams Sets edge parameters
setParams.HRMnetwork Sets edge parameters
setParams.HRMtree Sets edge parameters
setRootDepSet Setter for objects of class 'RootDepSet'
setRootDepSet.RootDepSet Setter for objects of class 'RootDepSet'
sigma Covariance matrix
stdf Stable tail dependence function (stdf)
stdf.HRMBG Stable tail dependence function (stdf)
stdf.HRMtree Stable tail dependence function (stdf)
stdf.Network Stable tail dependence function (stdf)
subset Generic for 'subset'
subset.FlowConnect Subsets using flow connection information
subset.Neighborhood Subsets based on neighborhood
taildepCoeff Tail dependence coefficients
taildepCoeff.HRMtree Tail dependence coefficients
taildepCoeff.Network Tail dependence coefficients
TDC Tail dependence coefficients
Tree Creates an object of class 'Tree'
Triples Creates an empty object of class 'Triples'
Tuples Creates an empty object of class 'Tuples'