covaprop-class: Class "covaprop"

Description

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

Usage

covaprop(cblock, cstat, nonseptype = NULL, sign.level = 0.05)
# S4 method for covaprop
show(object)

Arguments

cblock

object of class covablocks

cstat

object of class covastat

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

object

object of class covaprop for method show

Slots

test.statistics: numeric; the value of the test statistic

p.value

numeric; the lower tail p-value of the test statistic

df

numeric; the degrees of freedom, if available

typetest

numeric; contains the code of the test to be performed

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., 2017, Testing the type of non-separability and some classes of covariance models for space-time data. Stochastic Environmental Research and Risk Assessment, doi 10.1007/s00477-017-1472-2

Examples

Run this code

# NOT RUN {
sel.staz.sym <- c("DERP016", "DENW065", "DEHE051", "DETH026", "DENW063", "DENI019",
"DENW068", "DEHE046", "DEUB029", "DEBY047", "DETH061", "DESN049")

sp.couples.in.sym <- matrix(data = c("DERP016", "DENW065", "DEHE051", "DETH026",
"DENW063", "DENI019", "DENW068", "DEHE046", "DEUB029", "DEBY047", "DETH061", "DESN049"),
ncol = 2, byrow = TRUE)

t.couples.in.sym <- c(1, 2)

couples.sym <- couples(sel.staz = sel.staz.sym, sp.couples.in = sp.couples.in.sym,
t.couples.in = t.couples.in.sym, typetest = 0, typecode = character())

block.sym <- blocks(lb=40, ls=10, matdata = rr_13, pardata1 = 1, pardata2 = 1,
stpairs = couples.sym)

covabl.sym <- covablocks(stblocks = block.sym, stpairs = couples.sym, typetest = 0)

covast.sym <- covastat(matdata = rr_13, pardata1 = 1, pardata2 = 1,
stpairs = couples.sym, typetest = 0, beta.data = NULL)

test.sym <- covaprop(cblock = covabl.sym, cstat = covast.sym, nonseptype = NULL,
sign.level = 0.05)

###method for covaprop
#1. show
test.sym

# }