Finds empirical autocorrelations (lag-1) between intensities corresponding to a degree of autocorrelation of an AR(1) process
autocor.emp.int(rho, nChainFit, Xt, parMargin, typeMargin)
correlation between simulated intensities
autocorrelation of the AR(1) process
number of simulated variates
simulated occurrences, nChainFit x 2 matrix
parameters of the margins 2 x 3
type of marginal distribution: 'EGPD' or 'mixExp'
Guillaume Evin