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Matrices computation

Functions which can be used to extract/give the block model structure to a matrix with a given clustering, and other tools…

build_theta() extract_R_matrix()
Functions to navigate between \(R\) and \(\Theta\) for given clusters
ChiToGamma()
ChiToGamma

Likelihood functions

Computation of the likelihood function for a Hüsler-Reiss graphical model, as well ass the penalised version of the latter.

neg_likelihood() penalty() neg_likelihood_pen()
Negative log-likelihood for Hüsler-Reiss graphical models

Optimization

We give two way for the optimization : the one studied with exponential weights ans a softer one with customizable weights.

get_cluster() HR_Clusterpath()
Clusterpath algorithm for Hüsler-Reiss models

Graphical functions

Tools for making graphs and analyze results.

gg_cluster() average_hierarchy()
Clusterpath as hierarchical clustering
ggdistance()
Multidimensional scaling for Clusterpath.