covariance: Calculates the covariance matrix of the normally standardized... In RMAWGEN: Multi-Site Auto-Regressive Weather GENerator

Description

Calculates the covariance matrix of the normally standardized variables obtained from the columns of x

Usage

 1 2 3 4 covariance(x, data = x, cpf = NULL, mean = 0, sd = 1, step = NULL, prec = 10^-4, use = "pairwise.complete.obs", type = 3, extremes = TRUE, sample = NULL, origin_x = NULL, origin_data = origin_x) 

Arguments

 x variable data a sample of data on which a non-parametric pghjjrobability distribution is estimated cpf cumulative probability distribution. If NULL (default) is calculated as ecdf(data) mean mean (expected value) of the normalized random variable. Default is 0. sd standard deviation of the normalized random variable. Default is 1. step vector of values in which step discontinuities of the cumulative probability function occur. Default is NULL prec amplitude of the neighbourhood of the step discontinuities where cumulative probability function is treated as non continuous. use see cov type see quantile extremes logical variable. If TRUE (default) the probability or frequency is multiplied by \frac{N}{N+1} where N is the length of data sample information about sample or probability distribution. Default is NULL origin_x date corresponding to the first row of x origin_data date corresponding to the first row of data

Value

a matrix with the normalized variable or its inverse

Author(s)

Emanuele Cordano, Emanuele Eccel

normalizeGaussian_severalstations,normalizeGaussian
@note It applies normalizeGaussian_severalstations to x and data and then calculates the covariances among the column. See the R code for further details