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RMRAINGEN (version 1.0)

omega_inv: This function is the inverse of omega function

Description

This function is the inverse of omega function

Usage

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, ...)

Arguments

p0
matrix of joint probabilities. Default is NULL, otherwise functions returns a matrix with values
p0_v1,p0_v2
probablity of no precipitatin occurences for the v1 and v2 time series respectively.
p00
probability of no precipitation occurence in both v1 and v2 simultanously returned by omega
only.value
logical value. If TRUE (Default) the only Gaussian correletion (x input variable of omega) is returned, otherwise the complete output of uniroot is returned.
correlation
numerical value. DEfault is NA. Binary correlation retured by omega when the argumet correlation=TRUE (see omega_root)
interval
see interval option of uniroot. Default is c(-1,1).
tolerance
tolerance (numeric) parameter used for comparisons with the extreme value of marginal probabilities. Default is 0.001.
nearPD
logical. If TRUE (Default) a positive-definite correlation matrix is returned by applying nearPD in case p0 is a matrix and not NULL.
force.independence
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

value of expected correlation between the corresponding Gaussian-distributed variables (see x input argument of omega.

See Also

normalCopula,pcopula,omega(and reference URLs therein)

Examples

Run this code
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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