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Last data update: 2014.03.03

R: This function is the inverse of 'omega' function

omega_inv

R Documentation

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 occurrences 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.

Note

This function finds the zero of the omega_root function by calling uniroot. If the argument p0 is not NULL and is a matrix of joint probabilities, the function returns a correlation matrix by using the elements of p0 ass joint probabilities for each couple and p0_v1 as a vector of marginal probability of each occurence/no-occurence (In this case if the length of p0_v1 does not correspond to the number of columns of p0, the marginal probabilities are taken from the diagonal of p0). See the R code for major details.

Author(s)

Emanuele Cordano

Examples

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)

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)

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> 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_inv.Rd_%03d_medium.png", width=480, height=480)
> ### Name: omega_inv
> ### Title: This function is the inverse of 'omega' function
> ### Aliases: omega_inv
> 
> ### ** Examples
> 
> 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)
[1] 0.2749996
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>

This function is the inverse of omega function