Predictions.COST.G {COST}R Documentation

new location prediction by Gaussian copula

Description

new location prediction by Gaussian copula, where the copula dimension is extended, and the marginal CDF of the new location is estimated by neighboring information; it gives 0.025-, 0.975- and 0.5-th conditional quantiles of the conditional distribution for each new location, at time n, conditional on observed locations at time n-1 and n; both point and interval predictions are provided

Usage

Predictions.COST.G(par,Y,s.ob,s.new,isotropic)

Arguments

par

parameters in the copula function

Y

observed data

s.ob

coordinates of observed locations

s.new

coordinates of new locations

isotropic

indicator, True for isotropic correlation matrix, False for anisotropic correlation matrix, and we usually choose False for flexibility

Value

0.025-, 0.975- and 0.5-th conditional quantiles of the conditional distribution for each new location, at time n

Author(s)

Yanlin Tang and Huixia Judy Wang

References

Yanlin Tang, Huixia Judy Wang, Ying Sun, Amanda Hering. Copula-based semiparametric models for spatio-temporal data.


[Package COST version 0.1.0 Index]