autocor.emp.int {GWEX}

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)

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'

Value

scalar

correlation between simulated intensities

Author(s)

Guillaume Evin