CloudCeiling {ARCensReg} | R Documentation |
Cloud ceiling height
Description
The cloud ceiling heights, collected by the National Center for Atmospheric Research (NCAR), were observed hourly in San Francisco during March 1989, consisting of n=716 observations (Park et al. 2007).
Usage
data(CloudCeiling)
Format
This data frame contains the following columns:
y
Logarithm of the cloud ceiling heights.
cc
Right censoring indicator (1 if the observation is right-censored and 0 otherwise).
Source
Park JW, Genton MG, Ghosh SK (2007). “Censored time series analysis with autoregressive moving average models.” Canadian Journal of Statistics, 35(1), 151–168.
See Also
Examples
library(ggplot2)
data(CloudCeiling)
ggplot(CloudCeiling) + geom_line(aes(x=1:length(y), y=y)) +
labs(x="Time") + theme_bw()
# Proportion of censoring
prop.table(table(CloudCeiling$cc))
## Not run:
# A censored regression model
## This may take a long time due to the number of censored observations.
## For other examples see help(ARCensReg).
x = as.matrix(rep(1, length(CloudCeiling$y)))
cc = CloudCeiling$cc
lcl = CloudCeiling$y
ucl = rep(Inf, length(CloudCeiling$y))
miss = which(is.na(CloudCeiling$y))
cc[miss] = 1
lcl[miss] = -Inf
AR_reg = ARCensReg(cc, lcl, ucl, CloudCeiling$y, x, p=1, tol=.001)
## End(Not run)
[Package ARCensReg version 3.0.1 Index]