covatest (version 0.2.1)

sepindex-class: Class "sepindex"

Description

A class for the non-separability index (r) for different spatial and temporal lags: $$r(h, u, \Theta)= \rho(h, u;\Theta)/ [\rho(h,0;\Theta)\rho(0,u;\Theta)]$$ with \(\rho(h, u;\Theta)>0\); \(\rho(h,0;\Theta)>0\) and \(\rho(0,u;\Theta)>0\). On the basis of this index, the type of non-separability of the covariance function can be analyzed.

Usage

sepindex(nt, ns, vario_st, globalSill)
# S4 method for sepindex
boxplot(x, ...)

Arguments

nt

integer, the number of temporal lags in vario_st

ns

integer, the number of spatial lags in vario_st

vario_st

spatio-temporal sample variogram, output from variogramST

globalSill

numeric, the value of the sample variance

x

object of class sepindex

...

any arguments that will be passed to the panel plotting functions

Slots

sep.index.ratio

the empirical non-separability index ratio

cov.tm

the purely temporal sample covariance function

cov.sp

the purely spatial sample covariance function

cov.st

the spatio-temporal sample covariance function

References

De Iaco, S., Posa, D., 2013, Positive and negative non-separability for space-time covariance models. Journal of Statistical Planning and Inference, 143 378--391.

Pebesma, E., 2004, Multivariable geostatistics in S: the gstat package. Computers & Geosciences, 30 683--691.

Rodriguez, A., Diggle, P.J., 2010, A class of convolution-based models for spatio-temporal processes with non-separable covariance structure. Scandinavian Journal of Statistics, 37(4) 553--567.

See Also

variogramST

Examples

# NOT RUN {
library(covatest)
data(rr_13)
data(vv_13)
#compute the globalSill
C00_13 <- var(rr_13[, ,"PM10"]@data[[1]], na.rm = TRUE)
nonsepind <- sepindex(nt = 16, ns = 4, vario_st = vv_13, globalSill = C00_13)

# }