criticalLevel: Calculating the critical level for a given Kendall Return...

In BenGraeler/spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

The critical level corresponding to a given Kendall Return Period and a given Kendall distribution or its underlying copula.

Usage

criticalLevel(kendallFun, KRP = c(100, 1000), mu = 1, copula)

Arguments

kendallFun	The Kendall distribution function.
KRP	The desired Kendall Return Period(s); the default are 100 and 1000.
mu	The recurrence of an event per time unit; the default is 1.
copula	The copula describing the dependencies between the investigated variables. Only necessary if kendallFun is not provided.

Value

A vector of the same length as KRP with the corresponding critical levels.

Author(s)

Benedikt Graeler

References

Salvadori, G., De Michele, C., and Durante, F.: On the return period and design in a multivariate framework, Hydrol. Earth Syst. Sci., 15, 3293-3305, doi:10.5194/hess-15-3293-2011, 2011.

See Also

kendallRP for the reverse direction: what is the Kendall Return Period for a given critical level?

Examples

criticalLevel(getKendallDistr(frankCopula(.7)), KRP=c(10,100,1000))

BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.