covaprop: Tests properties of S-T covariance functions

Description

A function for testing some properties (simmetry, separability, type of non-separability) of spatio-temporal covariance functions and some classes of space-time covariance models

Usage

covaprop(cblock, cstat, typetest, nonseptype = NULL, sign.level = 0.05)

Arguments

cblock

object of class covablocks

cstat

object of class covastat

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

nonseptype

integer; this argumet is required only for typetest=2, otherwise it has to be set equal to NULL (default choice). Set nonseptype=0 for testing the null hypothesis that the non separability is non positive; set nonseptype=1 for testing the null hypothesis that the non separability is non negative

sign.level

level of significance

Value

The value of the test statistic and the lower tail p-value of the test statistic. Moreover a message helps to decide for either reject the null hypothesis in favor of the alternative or not reject it, at a specific level of significance

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, blocks,
# covablocks and covastat, 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)
# covast_sim <- covastat(matdata = rr_13, stpairs = coupl_sim, typetest = 0)
# covaprop(cblock = covabl_sim, cstat = covast_sim, typetest = 0, nonseptype = NULL,
# sign.level = 0.05)

# }