kendallRP: calculating the Kendall Return Period

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

Description

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

Usage

kendallRP(kendallFun, cl = c(0.99, 0.999), mu = 1, copula)

Arguments

kendallFun	The Kendall distribution function.
cl	The desired critical level(s): the default are 0.99 and 0.999.
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 cl with the corresponding Kendall return periods.

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

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

Examples

kendallRP(getKendallDistr(frankCopula(7)), cl=c(0.9,0.99,0.999))

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