get_copula_multipliers: function to calculate the copula's Lagrange multipliers

In pedroalencar1/DroughtSDF: Package to analyse Drought features and its changes using Copula and Entropy Theory

function to calculate the copula's Lagrange multipliers

Description

function to calculate the copula's Lagrange multipliers

Usage

get_copula_multipliers(data, guess = c(1, 10, 1, 10, -100), test_solutions = F)

Arguments

data	data frame with seven columns containing years, severity and duration, its transformations and the entropy-based marginals. Preferably the output of 'get_marginal_distribution()'
guess	a vector with 5 values.
test_solutions	Boolean. If 'TRUE', a list of other possible guesses will be tested if the user's provided guess do not converge to a solution.

Details

for the initial 'guess' provided as input, in drought analysis applications the 4 initial values are positive and the last is negative. Other observed (but not proved) relations between final values and that may help with the initial guess are: i1 = i3, i2 = i4, i1 < i2 < abs(i5). When ‘test_solutions==TRUE', a list of guesses is built with the user’s proposed guess and an additional (fixed) list of possible solutions. We suggest keeping this value equal to TRUE int he first run. If, after all guesses are tested, a solution was not found, please switch it to FALSE and test other possible values individually. The additional guesses tested are:

'list_guesses <- list(guess, c(1,1,1,1,-1), c(5,5,5,5,-5), c(10,10,10,10,-10), c(20,20,20,20,-20), c(1,65,1,65,-130), c(2,55,2,55,-110), c(3,45,3,45,-90), c(4,35,4,35,-70), c(5,25,5,25,-50), c(1,35,1,35,-80), c(2,30,2,30,-70), c(3,25,3,25,-60), c(4,20,4,20,-50), c(5,15,5,15,-40))'

Value

The function returns a numeric vector with names and six elements, the Lagrangian multipliers *Lambda_0*, *Lambda_1*, and *Lambda_2*, *Gamma_1*, *Gamma_2*, and *Lambda_3*

pedroalencar1/DroughtSDF documentation built on May 8, 2023, 6:58 p.m.