R: Class "covastatM"

covastatM-class {covatest}

R Documentation

Class "covastatM"

Description

A class for the sample spatio-temporal covariances for the specified spatial and temporal lags, given in stpairs (object of class couple), for the test on the type of class of models. Depending on the type of test, the empirical variance, the sample spatial and temporal marginal covariances are also computed

Usage

covastatM(
  matdata,
  pardata1,
  pardata2,
  stpairs,
  typetest = "productSum",
  beta.data = NULL
)

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

Arguments

`matdata`	STFDF/STSDF or `data.frame`, which contains the coordinates of the spatial points, the identification code of the spatial points, the indentification code of the temporal points and the values of the variable, typically output from `read.STdata`
`pardata1`	integer, it represents the column in which the spatial ID is stored (if the spatio-temporal data set is given as data.frame) or the number of variables in the STFDF/STSDF (if the data are given as a STFDF/STSDF)
`pardata2`	integer, it represents the column in which the values of the variable are stored (if the spatio-temporal data set is given as data.frame) or the slot in which the values of the variable of interest are stored (if the data are given as a STFDF/STSDF). Note that for STFDF/STSDF the argument is set, by default, equal to 1 if the number of variables is equal to 1
`stpairs`	object of class `couples`, containing the spatial points and the corresponding temporal lags to be analyzed
`typetest`	character, set `typetest = "productSum"` for the test on the product-sum class of models (default choice), `typetest = "intProduct"` for the test on the integrated product class of models, `typetest = "gneiting"` for the test on the Gneiting class of models
`beta.data`	vector, this argument is required only for `typetest = "gneiting"`, otherwise it has to be set equal to NULL (default choice). It contains the different values of the parameter beta, which can assume values in the range 0-1
`object`	object of class `covastatM` for method `show`

Details

If typetest = "intProduct" (test on the integrated product class of models) cova.h and cova.u are not available
If typetest = "gneiting" (test on the Gneiting class of models), cova.h is not available
A message appears on the user's console if the G vector contains spatio-temporal negative covariances. The message returns the negative value/values and it will help to identify the spatial and the temporal lags involved

Slots

G: matrix, containing the spatio-temporal covariances for the specified lags. For all tests, the sample variance and the sample spatial and temporal marginal covariances are also computed and stored in G
cova.h: matrix, containing the sample spatial marginal covariances for the specified lags
cova.u: matrix, containing the sample temporal marginal covariances for the specified lags
f.G: array, containing the computation of specific functions of the elements of G, see references
B: matrix, containing the computation of the derivatives of each element of f.G with respect to each element of G
A: contrast matrix
beta.data: vector, containing the different values of the parameter beta, available only for the test on the Gneiting class of model (typetest = "gneiting")
typetest: character, contains the code of the test to be performed

Note

A stop occurs if the number of spatial points fixed in stpairs (object of class couples) is less than 2
A stop occurs if more than 75\ series, since a large number of missing values do not guarantee the reliability of the tests

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.

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.mod <- c("DERP016", "DENW065", "DENW063", "DEHE046", "DEUB029",
"DETH061", "DENW068", "DETH026", "DENI051")

sp.couples.in.mod <- matrix(data = c("DERP016", "DENW065", "DENW063", "DEHE046",
                                    "DEUB029", "DETH061", "DEHE046", "DENW063",
                                    "DERP016", "DENW068", "DETH026", "DENI051",
                                    "DEUB029", "DETH061", "DENI051", "DETH061",
                                    "DERP016", "DEUB029"),
                           ncol = 2, byrow = TRUE)

t.couples.in.mod <- c(1, 2, 3)

couples.mod <- couples(sel.staz = sel.staz.mod, sp.couples.in =
                        sp.couples.in.mod, t.couples.in = t.couples.in.mod,
                      typetest = "productSum", typecode = character())

zero.index <- matrix(data=c(3, 7, 6, 7, 9, 7), ncol=2, byrow = TRUE)

couples.mod <- setzero(x = couples.mod, zero = FALSE, index = zero.index, value = 0)

covast.ps <- covastatM(matdata = rr_13, pardata1 = 1, pardata2 = 1,
                       stpairs = couples.mod, typetest = "productSum", beta.data = NULL)

### method for covastat
#1. show
covast.ps

[Package covatest version 1.2.3 Index]