emp_W {sinar} | R Documentation |
Empirical estimate for the matrix W in the Klimko-Nelson.
Description
emp_W
is the matrix in the Klimko-Nelson seminal paper. Basically,
we know
\sqrt{n}(\hat{a}_{10} - a_{10}, \hat{a}_{01} - a_{01}, \hat{a}_{11} -
a_{11}, \hat{\mu}_\epsilon - \mu_\epsilon)^\top \sim MNV(0, \Sigma)
where
\Sigma = V^{-1}W V^{-1}.
For more details, check Klimko and Nelson (1978).
Usage
emp_W(X)
Arguments
X |
A integer matrix where each cell is the observed value in the regular lattice. |
Value
The matrix W
estimated empirically.
Examples
data("nematodes")
emp_V(nematodes)
[Package sinar version 0.1.0 Index]