omega_inv: This function is the inverse of 'omega' function

In RMRAINGEN: RMRAINGEN (R Multi-site RAINfall GENeretor): a package to generate daily time series of rainfall from monthly mean values

Description

This function is the inverse of omega function

Usage

omega_inv(p0 = NULL, p0_v1 = 0.5, p0_v2 = p0_v1, p00 = p0_v1 * p0_v2,
  correlation = NA, only.value = TRUE, interval = c(-1, 1),
  tolerance = 0.001, nearPD = TRUE, force.independence = TRUE, ...)

Arguments

p0	matrix of joint probabilities. Default is NULL, otherwise functions returns a matrix with values
p0_v1,p0_v2	probablity of no precipitatin occurences for the v1 and v2 time series respectively.
p00	probability of no precipitation occurence in both v1 and v2 simultanously returned by omega
only.value	logical value. If TRUE (Default) the only Gaussian correletion (x input variable of omega) is returned, otherwise the complete output of uniroot is returned.
correlation	numerical value. DEfault is NA. Binary correlation retured by omega when the argumet correlation=TRUE (see omega_root)
interval	see interval option of uniroot. Default is c(-1,1).
tolerance	tolerance (numeric) parameter used for comparisons with the extreme value of marginal probabilities. Default is 0.001.
nearPD	logical. If TRUE (Default) a positive-definite correlation matrix is returned by applying nearPD in case p0 is a matrix and not NULL.
force.independence	logical value. Default is TRUE. If it is TRUE, no negative corelation is considered and negative values of correletion are forced to be 0 (independence).
...	further arguments for uniroot

Value

value of expected correlation between the corresponding Gaussian-distributed variables (see x input argument of omega.

Note

This function find 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 occurence/no-occurence (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

Author(s)

Emanuele Cordano

See Also

normalCopula,pcopula,omega(and reference URLs therein)

Examples

x <- omega_inv(p0_v1=0.5,p0_v2=0.5,p00=1.1*0.5*0.5)
omega(x,p0_v1=0.5,p0_v2=0.5)

RMRAINGEN documentation built on May 1, 2019, 11:36 p.m.