Learn R Programming

GWEX (version 1.1.3)

find.omega: find.omega

Description

finds the correlation between normal variates leading to correlation between occurrences

Usage

find.omega(rho.emp, Qtrans.mat, mat.comb, nLag, nChainFit)

Value

scalar

needed correlation

Arguments

rho.emp

target correlation between occurences

Qtrans.mat

transition probabilities, 2 x ncomb matrix

mat.comb

matrix of logical: ncomb x nlag

nLag

order of the Markov chain

nChainFit

length of the simulated chains used during the fitting

Author

Guillaume Evin