autocor.emp.int | R Documentation |
Finds empirical autocorrelations (lag-1) between intensities corresponding to a degree of autocorrelation of an AR(1) process
autocor.emp.int(rho, nChainFit, Xt, parMargin, typeMargin)
rho |
autocorrelation of the AR(1) process |
nChainFit |
number of simulated variates |
Xt |
simulated occurrences, nChainFit x 2 matrix |
parMargin |
parameters of the margins 2 x 3 |
typeMargin |
type of marginal distribution: 'EGPD' or 'mixExp' |
scalar |
correlation between simulated intensities |
Guillaume Evin
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.