| chi2Gamma {graphicalExtremes} | R Documentation |
Transformation between \chi and \Gamma
Description
Transforms between the extremal correlation \chi and the variogram \Gamma.
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 \chi to \Gamma is element-wise
\Gamma = (2 \Phi^{-1}(1 - 0.5 \chi))^2,
where \Phi^{-1} is the inverse of the standard normal distribution function.
The formula for transformation from \Gamma to \chi is element-wise
\chi = 2 - 2 \Phi(\sqrt{\Gamma} / 2),
where \Phi is the standard normal distribution function.
Value
Numeric vector or matrix containing the implied \Gamma.
Numeric vector or matrix containing the implied \chi.
See Also
Other parameter matrix transformations:
Gamma2Sigma(),
Gamma2graph(),
par2Matrix()