find.omega | R Documentation |
finds the correlation between normal variates leading to correlation between occurrences
find.omega(rho.emp, Qtrans.mat, mat.comb, nLag, nChainFit)
rho.emp |
target correlation between occurences |
Qtrans.mat |
transition probabilities, 2 x ncomb matrix |
mat.comb |
matrix of logical: ncomb x nlag |
nLag |
order of the Markov chain |
nChainFit |
length of the simulated chains used during the fitting |
scalar |
needed correlation |
Guillaume Evin
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