covatest (version 0.2.1)

covastat-class: Class "covastat"

Description

A class for the sample spatio-temporal covariances for the specified spatial and temporal lags, given in stpairs (object of class couple). Depending on the type of test, the empirical variance, the sample spatial and temporal marginal covariances are also computed.

Usage

covastat(matdata, stpairs, typetest = 0)

Arguments

matdata

STFDF/STSDF or data frame; which contains the coordinates of the spatial points, the identification code of the spatial points, the indentification code of the temporal points and the values of the variable

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

G

matrix; containing the spatio-temporal covariances for the specified lags. For all tests, except for the simmetry test (typetest=0), the sample variance and the sample spatial and temporal marginal covariances are also computed and stored in G

cova.h

matrix; containing the sample spatial marginal covariances for the specified lags

cova.u

matrix; containing the sample temporal marginal covariances for the specified lags

f.G

array; containing the computation of specific functions of the elements of G, see references

B

matrix; containing the computation of the derivatives of each element of f.G with respect to each element of G

A

contrast matrix

Details

The function requires the user to set some external arguments. In particular, if the spatio-temporal data are given as a data frame it is necessary to specify

• the column in which the spatial ID is stored

• the column in which the values of the variable are stored.

On the other hand, if the data are given as a STFDF/STSDF it is necessary to specify

• the number of variables in the STFDF/STSDF

• the slot in which the values of the variable of interest are stored (only if more than one variable is stored in the STFDF/STSDF).

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)

See Also

'>couples

dataprep

Examples

# NOT RUN {
## The function requires to set some external arguments. In this example, it
# is only necessary to specify the number of variables in the STFDF (rr_13).
#
# 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)
# 1

# }