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 or covastatM

nonseptype

integer; this argumet is required only for typetest = "tnSep", 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

character; 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., 2018, Testing the type of non-separability and some classes of covariance models for space-time data. Stochastic Environmental Research and Risk Assessment, 32 17--35

Examples

Run this code

# NOT RUN {
# --start define the STFDF rr_13-- #
library(sp)
library(spacetime)
library(gstat)
data(air)
ls()
if (!exists("rural")) rural = STFDF(stations, dates, data.frame(PM10 =
as.vector(air)))
rr = rural[,"2005::2010"]
unsel = which(apply(as(rr, "xts"), 2, function(x) all(is.na(x))))
r5to10 = rr[-unsel,]
rr_13 <- r5to10[c("DEHE046","DESN049","DETH026","DENW063","DETH061","DEBY047",
"DENW065","DEUB029","DENW068","DENI019","DEHE051","DERP016","DENI051"),
"2005::2006"]
# --end define the STFDF rr_13-- #

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 = "sym", 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 = "sym")

covast.sym <- covastat(matdata = rr_13, pardata1 = 1, pardata2 = 1,
stpairs = couples.sym, typetest = "sym")

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

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

# }