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GWEX (version 1.1.3)

autocor.emp.int: autocor.emp.int

Description

Finds empirical autocorrelations (lag-1) between intensities corresponding to a degree of autocorrelation of an AR(1) process

Usage

autocor.emp.int(rho, nChainFit, Xt, parMargin, typeMargin)

Value

scalar

correlation between simulated intensities

Arguments

rho

autocorrelation of the AR(1) process

nChainFit

number of simulated variates

Xt

simulated occurrences, nChainFit x 2 matrix

parMargin

parameters of the margins 2 x 3

typeMargin

type of marginal distribution: 'EGPD' or 'mixExp'

Author

Guillaume Evin