Description Usage Arguments Value Note Author(s) See Also Examples
This function is the inverse of omega
function
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p0 |
matrix of joint probabilities. Default is |
p0_v1, p0_v2 |
probablity of no precipitatin occurrences for the v1 and v2 time series respectively. |
p00 |
probability of no precipitation occurrence in both v1 and v2 simultanously returned by |
correlation |
numerical value. DEfault is |
only.value |
logical value. If |
interval |
see |
tolerance |
tolerance (numeric) parameter used for comparisons with the extreme value of marginal probabilities. Default is 0.001. |
nearPD |
logical. If |
force.independence |
logical value. Default is |
... |
further arguments for |
value of expected correlation between the corresponding Gaussian-distributed variables (see x
input argument of omega
.
This function finds the zero of the omega_root
function by calling uniroot
.
If the argument p0
is not NULL
and is a matrix of joint probabilities, the function returns a correlation matrix by using the elements of p0
ass joint probabilities for each couple and p0_v1
as a vector of marginal probability of each occurrence/no-occurrence
(In this case if the length of p0_v1
does not correspond to the number of columns of p0
, the marginal probabilities are taken from the diagonal of p0
).
See the R code for major details.
Emanuele Cordano
normalCopula
,pcopula
,omega
(and reference URLs therein)
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