chi2Gamma {graphicalExtremes} | R Documentation |
Transformation between
and
Description
Transforms between the extremal correlation and the variogram
.
Only valid for Huesler-Reiss distributions.
Done element-wise, no checks of the entire matrix structure are performed.
Usage
chi2Gamma(chi)
Gamma2chi(Gamma)
Arguments
chi |
Numeric vector or matrix with entries between 0 and 1. |
Gamma |
Numeric vector or matrix with non-negative entries. |
Details
The formula for transformation from to
is element-wise
where is the inverse of the standard normal distribution function.
The formula for transformation from to
is element-wise
where is the standard normal distribution function.
Value
Numeric vector or matrix containing the implied .
Numeric vector or matrix containing the implied .
See Also
Other parameter matrix transformations:
Gamma2Sigma()
,
Gamma2graph()
,
par2Matrix()
[Package graphicalExtremes version 0.3.2 Index]