kato_comparison_2: Function to assess and compare copula asymmetry changes

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

Function to assess and compare copula asymmetry changes

Description

Function to assess and compare copula asymmetry changes

Usage

kato_comparison_2(C_values1, C_values2, u = 0.2)

Arguments

C_values1, C_values2	matrix with 4 columns 'xi, yi, dist, surv' which indicate the values of the marginals ('xi, yi') and the cumulative probability of the copula distribution and survival copula for the historical ('1') and analysed ('2') periods. Preferably those matrix should be the output of function 'get_copula_distribution()'
u	a number in the interval (0,0.5], indicating the interest area of assymetry measurement. Default value is '0.2'. note that u has to exist in the columns xi, yi of 'C_value'.

Details

Based on the paper of Kato et al.(2022 - 10.1007/s00362-022-01297-w)

Value

a 2 column data frame with metric names ('k_hist, k_curr, k_diff') and values. 'k_hist' is the metric from Kato et al., calculated for the historical period and 'k_curr' for the analysed/current period. 'k_diff' if the relative difference ($\frack_diff - k_histk_hist$)

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