omega
functionThis function is the inverse of omega
function
omega_inv(
p0 = NULL,
p0_v1 = 0.5,
p0_v2 = p0_v1,
p00 = p0_v1 * p0_v2,
correlation = NA,
only.value = TRUE,
interval = c(-1, 1),
tolerance = 0.001,
nearPD = TRUE,
force.independence = TRUE,
...
)
matrix of joint probabilities. Default is NULL
, otherwise functions returns a matrix with values
probablity of no precipitatin occurrences for the v1 and v2 time series respectively.
probability of no precipitation occurrence in both v1 and v2 simultanously returned by omega
numerical value. DEfault is NA
. Binary correlation retured by omega
when the argumet correlation=TRUE
(see omega_root
)
see interval
option of uniroot
. Default is c(-1,1)
.
tolerance (numeric) parameter used for comparisons with the extreme value of marginal probabilities. Default is 0.001.
logical. If TRUE
(Default) a positive-definite correlation matrix is returned by applying nearPD
in case p0
is a matrix and not NULL
.
logical value. Default is TRUE
. If it is TRUE
, no negative corelation is considered and negative values of correletion are forced to be 0 (independence).
further arguments for uniroot
value of expected correlation between the corresponding Gaussian-distributed variables (see x
input argument of omega
.
normalCopula
,pcopula
,omega
(and reference URLs therein)
# NOT RUN {
x <- omega_inv(p0_v1=0.5,p0_v2=0.5,p00=1.1*0.5*0.5)
omega(x,p0_v1=0.5,p0_v2=0.5)
# }
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