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graphicalExtremes  

Statistical Methodology for Graphical Extreme Value Models
View on CRAN: Click here


Download and install graphicalExtremes package within the R console
Install from CRAN:
install.packages("graphicalExtremes")

Install from Github:
library("remotes")
install_github("cran/graphicalExtremes")

Install by package version:
library("remotes")
install_version("graphicalExtremes", "0.3.4")



Attach the package and use:
library("graphicalExtremes")
Maintained by
Sebastian Engelke
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-11-08
Latest Update: 2025-06-13
Description:
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) .
How to cite:
Sebastian Engelke (2019). graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models. R package version 0.3.4, https://cran.r-project.org/web/packages/graphicalExtremes. Accessed 06 Jun. 2026.
Previous versions and publish date:
0.1.0 (2019-11-08 10:40), 0.2.0 (2022-12-02 13:20), 0.3.0 (2023-11-13 18:13), 0.3.1 (2024-02-22 17:30), 0.3.2 (2024-04-18 18:43), 0.3.3 (2024-11-14 16:40), 0.3.4 (2025-06-13 14:30)
Other packages that cited graphicalExtremes R package
View graphicalExtremes citation profile
Other R packages that graphicalExtremes depends, imports, suggests or enhances
Complete documentation for graphicalExtremes
Functions, R codes and Examples using the graphicalExtremes R package
Some associated functions: Gamma2chi_3D . V_HR . Zmatrix . censor . checkGamma . check_graph . check_partial_matrix_and_graph . check_split_by_sep . chi2Gamma . complete_Gamma . complete_Gamma_decomposable . complete_Gamma_general . complete_Gamma_general_demo . complete_Gamma_general_split . complete_Gamma_one_step . computeLimits . danube . data2mpareto . eglearn . emp_chi . emp_chi_multdim . emp_vario . emst . emtp2 . ensure_matrix_symmetry_and_truncate_zeros . fast_diag . fillFixedParams . findVsep . fitInInterval . fit_graph_to_Theta . flightCountMatrixToConnectionList . flights . fmpareto_HR_MLE . fmpareto_HR_helpers . fmpareto_graph_HR . generateRandomGraph . generate_random_Gamma . generate_random_graphical_Gamma . generate_random_integer_Gamma . generate_random_model . generate_random_spd_matrix . getDanubeFlowGraph . getFlightDelayData . getPackageData . getSubMatrixForSubgraph . get_alert_function . get_cliques_and_separators . get_cliques_and_separators_OLD . get_mc_cores . get_tol . graphicalExtremes . graphs_equal . logLH_HR . logdVK_HR . logdV_HR . loglik_HR . make_numeric_indices . make_sep_list . matrix2graph . mparetomargins . order_cliques . par2Matrix . parToMatricesFactory . parameterMatrixConversion . plotDanube . plotFlights . rmpareto . rmpareto_tree . rmstable . rmstable_tree . simu_px_HR . simu_px_dirichlet . simu_px_logistic . simu_px_neglogistic . simu_px_tree_HR . simu_px_tree_dirichlet . simu_px_tree_logistic . split_graph . unif . 
Some associated R codes: data.R . data_danube.R . data_flights.R . data_plotting_utils.R . estimation_emtp2.R . estimation_helpers.R . estimation_param.R . estimation_param_MLE.R . estimation_structure.R . generate_examples.R . graphicalExtremes-package.R . graphs_functions.R . graphs_helpers.R . input_checks.R . matrix_completions_general.R . matrix_completions_main.R . matrix_transformations.R . options.R . simulation_functions.R . simulation_helpers.R . transformation_functions.R . utils.R .  Full graphicalExtremes package functions and examples
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