Description Usage Arguments Examples
Transforms a Gaussian process in order to match a target marginal lowers its autocorrelation values. The actpnts evaluates the corresponding autocorrelations for the given target marginal for a set of Gaussian correlations, i.e., it returns (ρ_x , ρ_z) points where ρ_x and ρ_z represent, respectively, the autocorrelations of the target and Gaussian process.
1 |
margdist |
target marginal distribution |
margarg |
list of marginal distribution arguments |
p0 |
probability zero |
distbounds |
distribution bounds (default set to c(-Inf, Inf)) |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | library(CoSMoS)
## here we target to a process that has the Pareto type II
## marginal distribution with scale parameter 1 and shape parameter 0.3
## (note that all parameters have to be named)
dist <- 'paretoII'
distarg <- list(scale = 1, shape = .3)
x <- actpnts(margdist = dist, margarg = distarg, p0 = 0)
x
## you can see the points by using
ggplot(x,
aes(x = rhox,
y = rhoz)) +
geom_point(colour = 'royalblue4', size = 2.5) +
geom_abline(lty = 5) +
labs(x = bquote(Autocorrelation ~ rho[x]),
y = bquote(Gaussian ~ rho[z])) +
scale_x_continuous(limits = c(0, 1)) +
scale_y_continuous(limits = c(0, 1)) +
theme_classic()
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