This is the target function whose zero is searched to crete the inverse function of omega.
omega.omega_root( x = 0.5, p0_v1 = 0.5, p0_v2 = 0.5, p00 = p0_v1 * p0_v2, correlation = NA )
x: value of expected correlation between the corresponding Gaussian-distributed variablesp0_v1, p0_v2: probablity of no precipitatin occurrences for the v1 and v2 time series respectively.p00: probability of no precipitation occurrence in both v1 and v2 simultanously returned by omegacorrelation: numerical value. DEfault is NA. Binary correlation retured by omega when the argumet correlation=TRUEthe value p00-omega(x=x,p0_v1=p0_v1,p0_v2=p0_v2) or correlation-omega(x=x,p0_v1=p0_v1,p0_v2=p0_v2) (if correlation is not NA)
This function makes use of normal copula
rho <- 0.4 p00 <- omega(x=rho,p0_v1=0.5,p0_v2=0.5) omega_root(x=rho,p0_v1=0.5,p0_v2=0.5,p00=p00)
normalCopula,pcopula,omega,omega_inv
Emanuele Cordano
Related functions from the same R package