covablocks-class: Class "covablocks"

Description

A class for the sample spatio-temporal covariance for each block of data to be computed for the selected spatial and temporal lags fixed in stpairs (output from couples). Depending on the type of test the empirical variance, the sample spatial and temporal marginal covariances for each block of data are also computed. Moreover, the sample covariances between the spatio-temporal covariances at the specified spatial and temporal lags are determined.

Usage

covablocks(stblocks, stpairs, typetest = 0)

Arguments

stblocks

object of class blocks

stpairs

object of class couples, containing the spatial points and the corresponding temporal lags to be analyzed

typetest

integer; set typetest=0 for simmetry test (default choice), typetest=1 for separability test, typetest=2 for type of non separability test, typetest=3 for the test on the product-sum class of models, typetest=4 for the test on the integrated product class of models, typetest=5 for the test on the Gneiting class of models

Slots

mat.cova: matrix of sample spatio-temporal covariances for each block, computed for the spatial and temporal lags given in stpairs (object of class couples)

mat.cova.h

matrix of sample spatial marginal covariances for the specified lags

mat.cova.u

matrix of sample temporal marginal covariances for the specified lags

mat.cova.cova

matrix of sample covariances between space-time covariances for each block, computed for the spatial and temporal lags given in stpairs (object of class couples)

References

Li, B., Genton, M.G., Sherman, M., 2007, A nonparametric assessment of properties of spacetime covariance functions. Journal of the American Statistical Association, 102 736--744.

De Iaco, S., Palma, M., Posa, D., 2016. A general procedure for selecting a class of fully symmetric space-time covariance functions. Environmentrics, 27(4) 212--224.

Cappello, C., De Iaco, S., Posa, D., 2016, Testing the type of non-separability and some classes of covariance models for space-time data. (submitted)

Examples

Run this code

# NOT RUN {
# Before running this function, it is necessary to execute couples and blocks,
# as specified in the examples of the corresponding help pages.
#
# To run the example, paste and copy the following lines
# (without the symbol '#') in the console
#
# coupl_sim <- couples(typetest = 0, typecode = character())
# blocks_sim <- blocks(lb = 40, ls = 10, matdata = rr_13, stpairs = coupl_sim)
# covabl_sim <- covablocks(stblocks = blocks_sim, stpairs = coupl_sim, typetest = 0)


# }