Statistical Methodology for Graphical Extreme Value Models
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK14 OK2026-04-11
Show 1 earlier changeHide 1 earlier change
- WARNING6 OK, 8 WARNING2026-03-10
Documentation
- Help pages
- 81 (38 internal)includes a package overview page
- Examples that run
- 100%19 run in a plain check
- Exported functions with examples
- 41%
- Documented parameters
- 100%
- Return-value docs
- 88%
- Help pages citing references
- 16% with a bibliography file
Downloads
Repository
- PRs merged (all time)
- 33%
- Median days to close, 50 most recently updated closed issues
- 2
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
7 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/sebastian-engelke/graphicalextremes on 2026-10-18.
GitHub Pages site last deployed 2026-05-07 · The repository has a site deploy workflow
Dependencies
Installing graphicalExtremes adds 30 packages (22 with compiled code, 29 MB of source tarballs). Heaviest: clarabel 5.7 MB, igraph 4.8 MB, glmnet 2.7 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.3.5Latest
- 0.3.42025-06-13 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.3.32024-11-14 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.3.2
- 0.3.12024-02-22 · diff ↗
- 0.3.02023-11-13 · diff ↗ ·
added 31 exports
Gamma2Gamma, Sigma2Sigma, Sigma2Theta, Sigma2graph, Theta2Sigma, Theta2Theta, checkGamma, checkMatrix, checkSigma, checkSigmaTheta, checkTheta, ensure_matrix_symmetry, ensure_matrix_symmetry_and_truncate_zeros, fit_graph_to_Theta, fmpareto_HR_MLE, generate_random_chordal_graph, generate_random_connected_graph, generate_random_graphical_Gamma, generate_random_spd_matrix, generate_random_tree, getDanubeFlowGraph, getFlightDelayData, get_alert_function, is_valid_Gamma, is_valid_Sigma, is_valid_Theta, matrix2matrix, partialMatrixToGraph, plotDanube, plotDanubeIGraph and 1 more - RR 4.3.0 released · 2023-04-21
- 0.2.02022-12-02 · diff ↗ ·
removed 2 exports
emp_chi_mat, mst_HRadded 24 exports
Gamma2Theta, Theta2Gamma, Theta2graph, complete_Gamma_decomposable, complete_Gamma_general, complete_Gamma_general_demo, complete_Gamma_general_split, eglearn, emp_chi_multdim, emp_chi_pairwise, emp_vario, emp_vario_pairwise, emst, emtp2, flightCountMatrixToConnectionList, generate_random_Gamma, generate_random_cactus, generate_random_integer_Gamma, generate_random_model, get_large_tol, get_mc_cores, get_small_tol, loglik_HR, plotFlights - RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.1.02019-11-08
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-11-08
- Total releases
- 8 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 1.9 MB / 2 files
- Download size
- 2.3 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("graphicalExtremes")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.