actpnts: AutoCorrelation Transformed Points

In CoSMoS: Complete Stochastic Modelling Solution

AutoCorrelation Transformed Points

Description

Evaluates the (rho_x, rho_z) mapping between the target marginal autocorrelation and the underlying Gaussian autocorrelation, using a double numerical integral.

Usage

actpnts(margdist, margarg, p0 = 0, distbounds = c(-Inf, Inf))

Arguments

margdist	target marginal distribution
margarg	list of marginal distribution arguments
p0	probability zero
distbounds	numeric vector of length 2; distribution bounds (default c(-Inf, Inf))

Details

When the package is compiled with Rcpp support (i.e., actpnts_cpp is available), the double integral is evaluated in C++ via the Cubature algorithm, which is substantially faster than the nested base-R integrate() fallback. The C++ path supports the following distributions natively: ggamma, paretoII, burrXII, burrIII, gev, norm, beta, gamma, exp, weibull, lnorm, unif. Any other distribution falls back to the R quantile function automatically, so correctness is always preserved.

Value

A data frame with columns rhoz (Gaussian correlations) and rhox (corresponding target marginal correlations).

References

Papalexiou, S.M. (2018). Unified theory for stochastic modelling of hydroclimatic processes: Preserving marginal distributions, correlation structures, and intermittency. Advances in Water Resources, 115, 234-252, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.advwatres.2018.02.013")}

See Also

fitactf, acti, generateTS

Examples

library(CoSMoS)

## Pareto type II marginal
x <- actpnts(margdist = "paretoII",
             margarg  = list(scale = 1, shape = .3),
             p0 = 0)
x

CoSMoS documentation built on May 8, 2026, 1:08 a.m.