optimize the parameter c of generate.patchwork.copula

Share:

Description

Find the correct c parameter for the patchwork copula (generate.patchwork.copula) to reach a certain mutual information value

Usage

1
optimise.copula.mi(mis, distribution, interval = c(-10, 5), npoints)

Arguments

mis

traget mutual information values

distribution

matrix. Choices of alpha and beta parameter of generate.patchwork.copula e.g. matrix(rbeta(bins*bins,.01,1),ncol=bins)

interval

search interval for solution

npoints

sample size

Value

vector of values to be used as concentration facor c in generate.patchwork.copula to achive the input MI value

Author(s)

Sebastian D├╝mcke duemcke@mpipz.mpg.de

See Also

generate.patchwork.copula

Examples

1
2
bins=10
knnIndep:::optimise.copula.mi(c(0.001,.01,.5,2),matrix(rbeta(bins*bins,.01,1),ncol=bins),npoints=10)