% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/actf.R
\name{actpnts}
\alias{actpnts}
\title{AutoCorrelation Transformed Points}
\usage{
actpnts(margdist, margarg, p0 = 0, distbounds = c(-Inf, Inf))
}
\arguments{
\item{margdist}{target marginal distribution}

\item{margarg}{list of marginal distribution arguments}

\item{p0}{probability zero}

\item{distbounds}{numeric vector of length 2; distribution bounds (default
\code{c(-Inf, Inf)})}
}
\value{
A data frame with columns \code{rhoz} (Gaussian correlations) and
\code{rhox} (corresponding target marginal correlations).
}
\description{
Evaluates the (rho_x, rho_z) mapping between the target marginal
autocorrelation and the underlying Gaussian autocorrelation, using a
double numerical integral.
}
\details{
When the package is compiled with Rcpp support (i.e., \code{actpnts_cpp}
is available), the double integral is evaluated in C++ via the Cubature
algorithm, which is substantially faster than the nested base-R
\code{integrate()} fallback. The C++ path supports the following
distributions natively: \code{ggamma}, \code{paretoII}, \code{burrXII},
\code{burrIII}, \code{gev}, \code{norm}, \code{beta}, \code{gamma},
\code{exp}, \code{weibull}, \code{lnorm}, \code{unif}. Any other
distribution falls back to the R quantile function automatically, so
correctness is always preserved.
}
\examples{

library(CoSMoS)

## Pareto type II marginal
x <- actpnts(margdist = "paretoII",
             margarg  = list(scale = 1, shape = .3),
             p0 = 0)
x

}
\references{
Papalexiou, S.M. (2018). Unified theory for stochastic modelling
of hydroclimatic processes: Preserving marginal distributions, correlation
structures, and intermittency. Advances in Water Resources, 115, 234-252,
\doi{10.1016/j.advwatres.2018.02.013}
}
\seealso{
\code{\link{fitactf}}, \code{\link{acti}}, \code{\link{generateTS}}
}
