omega functionomega
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, ...)NULL, otherwise functions returns a matrix with
valuesomegaNA.
Binary correlation retured by omega when
the argumet correlation=TRUE (see
omega_root)interval option of
uniroot. Default is c(-1,1).TRUE (Default) a
positive-definite correlation matrix is returned by
applying nearPD in case p0 is a
matrix and not NULL.TRUE. If it is TRUE, no negative corelation
is considered and negative values of correletion are
forced to be 0 (independence).unirootx input argument
of omega.
normalCopula,pcopula,omega(and
reference URLs therein)
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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