covablocks-class {covatest}

Class "covablocks"

Description

A class for the sample spatio-temporal covariances to be computed for each block of data and for the selected spatial and temporal lags fixed in stpairs (output from couples). Depending on the type of test the empirical variance, the sample spatial and temporal marginal covariances for each block of data are also computed. Moreover, the sample covariances between the spatio-temporal covariances at the specified spatial and temporal lags are determined.

Usage

covablocks(stblocks, stpairs, typetest = "sym")

## S4 method for signature 'covablocks'
show(object)

Arguments

stblocks

object of class blocks

stpairs

object of class couples, containing the spatial points and the corresponding temporal lags to be analyzed

typetest

character, set typetest ="sym" for symmetry test (default choice), typetest ="sep" for separability test, typetest ="tnSep" for type of non separability test,typetest ="productSum" for the test on the product-sum class of models, typetest ="intProduct" for the test on the integrated product class of models, typetest ="gneiting" for the test on the Gneiting class of models

object

object of class covablocks for method show

Details

• If typetest is equal to "sym" (symmetry test) or "intProduct" (test on the integrated product class of models) mat.cova.h and mat.cova.u are not available

• If typetest is equal to "gneiting" (test on the Gneiting class of models) mat.cova.h is not available

• If temporal lags in stpairs are not consistent with block length (lb) in stblocks an error message will be returned

• If the proportion between the maximum temporal lag in stpairs and the block length (lb) in stblocks is greater than 0.25 a warning message will be returned since the covariance estimation might not be reliable

Slots

mat.cova

matrix of sample spatio-temporal covariances for each block, computed for the spatial and temporal lags given in stpairs (object of class couples)

mat.cova.h

matrix of sample spatial marginal covariances for the specified lags

mat.cova.u

matrix of sample temporal marginal covariances for the specified lags

mat.cova.cova

matrix of sample covariances between space-time covariances for each block, computed for the spatial and temporal lags given in stpairs (object of class couples)

typetest

character, contains the code of the test to be performed

References

Cappello, C., De Iaco, S., Posa, D., 2018, Testing the type of non-separability and some classes of space-time covariance function models. Stochastic Environmental Research and Risk Assessment, 32 17–35

Cappello, C., De Iaco, S., Posa, D., 2020, covatest: An R Package for Selecting a Class of Space-Time Covariance Functions. Journal of Statistical Software, 94(1) 1–42.

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.

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.

See Also

blocks

couples

Examples

# --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")

### method for covablock
#1. show
covabl.sym