Anchored Geodesic Component Analysis for Extremes
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Documentation for package ‘AGCA4extremes’ version 0.1.0
Help Pages
| agca | Fit anchored geodesic component analysis |
| agca_10d_simulation | Simulated 10-dimensional AGCA example |
| agca_fit_directions | Fit AGCA to angular directions |
| agca_rank_summary | AGCA rank summary |
| agca_reconstruct | Reconstruct angular directions from leading AGCA components |
| agca_residual_risk | Residual risk by AGCA rank |
| agca_standardize | Marginal standardization for AGCA |
| agca_variation_explained | Anchored variation explained |
| anchored_departures | Anchored departures |
| anchor_sensitivity | Anchor sensitivity diagnostics |
| angular_functional_error | Functional approximation errors from angular reconstruction |
| bootstrap_agca | Nonparametric AGCA bootstrap |
| canonical_anchor | Canonical anchor |
| decluster_runs | Runs declustering for radial extremes |
| frechet_anchor | Spherical Frechet anchor |
| normalize_rows | Normalize matrix rows |
| pareto_from_cdf | Pareto marginal standardization from supplied CDFs |
| plot.agca_bootstrap | Plot AGCA bootstrap summaries |
| plot.agca_fit | Plot AGCA output |
| principal_anchor | Principal angular anchor |
| rank_pareto | Rank-Pareto marginal standardization |
| row_norms | Row Euclidean norms |
| simulate_agca_10d | Simulate the 10-dimensional AGCA example design |
| sphere_distance | Spherical geodesic distance |
| summary.agca_bootstrap | Summarize AGCA bootstrap output |
| tail_directions | Top-k angular directions |
| threshold_stability | Threshold stability diagnostics |