Description Usage Arguments References Examples
Provides a parametric function that describes the values of the linear autocorrelation up to desired lags. For more details on the parametric autocorrelation structures see section 3.2 in Papalexiou (2018).
1 |
id |
autocorrelation structure id |
... |
other arguments (t as lag and acs parameters) |
Papalexiou, S.M. (2018). Unified theory for stochastic modelling of hydroclimatic processes: Preserving marginal distributions, correlation structures, and intermittency. Advances in Water Resources, 115, 234-252, doi: 10.1016/j.advwatres.2018.02.013
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | library(CoSMoS)
## specify lag
t <- 0:10
## get the ACS
f <- acs('fgn', t = t, H = .75)
b <- acs('burrXII', t = t, scale = 1, shape1 = .6, shape2 = .4)
w <- acs('weibull', t = t, scale = 2, shape = 0.8)
p <- acs('paretoII', t = t, scale = 3, shape = 0.3)
## visualize the ACS
dta <- data.table(t, f, b, w, p)
m.dta <- melt(dta, id.vars = 't')
ggplot(m.dta,
aes(x = t,
y = value,
group = variable,
colour = variable)) +
geom_point(size = 2.5) +
geom_line(lwd = 1) +
scale_color_manual(values = c('steelblue4', 'red4', 'green4', 'darkorange'),
labels = c('FGN', 'Burr XII', 'Weibull', 'Pareto II'),
name = '') +
labs(x = bquote(lag ~ tau),
y = 'Acf') +
scale_x_continuous(breaks = t) +
theme_classic()
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