This function finds the bivariate joint probability or the binary correlation from the corresponding Gaussian correlation x

Description

This function finds the bivariate joint probability or the binary correlation from the corresponding Gaussian correlation x

Usage

omega(x = 0.5, p0_v1 = 0.5, p0_v2 = NA, correlation = FALSE)

Arguments

Value

probability of no precipitation occurence in both v1 and v2 simultaneously. It is a matrix if x is a matrix.

Note

This function makes use of normal copula. A graphical introduction to this function (with its inverse) makes is present in the following URL references: http://onlinelibrary.wiley.com/doi/10.1002/joc.2305/abstract and http://www.sciencedirect.com/science/article/pii/S0022169498001863 (See fig. 1 and par. 3.2) If the argument p0_v2, the two marginal probabily values must be given as a vector through the argument p0_v1: p0_v1=c(p0_v1,p0_v2) . In case x is a correlation/covariance matrix the marginal probabilities are given as a vector through the argument p0_v1.

Author(s)

Emanuele Cordano

References

D.S. Wilks (1998), Multisite Generalization of a Daily Stochastic Precipitation Generation Model, Journal of Hydrology, Volume 210, Issues 1-4, September 1998, Pages 178-191, http://www.sciencedirect.com/science/article/pii/S0022169498001863

Muamaraldin Mhanna and Willy Bauwens (2011) A Stochastic Space-Time Model for the Generation of Daily Rainfall in the Gaza Strip, International Journal of Climatology, Volume 32, Issue 7, pages 1098-1112, http://dx.doi.org/10.1002/joc.2305

See Also

normalCopula,pcopula

Examples

rho <- 0.4
p00 <- omega(x=rho,p0_v1=0.5,p0_v2=0.5)
cor00 <- omega(x=rho,p0_v1=0.5,p0_v2=0.5,correlation=TRUE)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(RGENERATEPREC)
Loading required package: copula
Loading required package: RGENERATE
Loading required package: RMAWGEN
Loading required package: chron
Loading required package: date
Loading required package: vars
Loading required package: MASS
Loading required package: strucchange
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: urca
Loading required package: lmtest

Attaching package: 'vars'

The following object is masked from 'package:copula':

    A

Loading required package: blockmatrix
Loading required package: Matrix
Loading required package: stringr

Attaching package: 'stringr'

The following object is masked from 'package:strucchange':

    boundary

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/RGENERATEPREC/omega.Rd_%03d_medium.png", width=480, height=480)
> ### Name: omega
> ### Title: This function finds the bivariate joint probability or the
> ###   binary correlation from the corresponding Gaussian correlation 'x'
> ### Aliases: omega
> 
> ### ** Examples
> 
> rho <- 0.4
> p00 <- omega(x=rho,p0_v1=0.5,p0_v2=0.5)
> cor00 <- omega(x=rho,p0_v1=0.5,p0_v2=0.5,correlation=TRUE)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>