optimise.copula.mi: optimize the parameter 'c' of 'generate.patchwork.copula'

In knnIndep: Independence tests and benchmarks

Description

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

Usage

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 Dümcke [e-mail]

See Also

generate.patchwork.copula

Examples

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

knnIndep documentation built on May 2, 2019, 3:23 a.m.