Copula-Based Semiparametric Models for Spatio-Temporal Data

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Documentation for package ‘COST’ version 0.1.0

• DESCRIPTION file.

Help Pages

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