Copula-Based Semiparametric Models for Spatio-Temporal Data

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Documentation for package ‘COST’ version 0.1.0

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Data.COST Data Generation
example.forecast example for one-step ahead forecast
example.prediction example for new location prediction
Forecasts.CF one-step ahead forecast by separate time series analysis
Forecasts.COST.G one-step ahead forecast by Gaussian copula
Forecasts.COST.t one-step ahead forecast by t copula
Forecasts.GP one-step ahead forecast by Gaussian process fitting
location Locations of 10 sites
logL.CF negtive log-likelihood for separate time series analysis
logL.COST.G negtive log-likelihood for Gaussian copula
logL.COST.t negtive log-likelihood for t copula
logL.GP negtive log-likelihood of Gaussian process
Predictions.COST.G new location prediction by Gaussian copula
Predictions.COST.t new location prediction by t copula
Predictions.GP new location prediction by Gaussian process method
rank.multivariate multivariate rank of a vector
Wind6month Wind speed data from 10 sites