covatest: An R Package for Selecting a Class of Space-Time Covariance Functions

Autor: Claudia Cappello, Sandra De Iaco, Donato Posa
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: Journal of Statistical Software, Vol 94, Iss 1, Pp 1-42 (2020)
Druh dokumentu: article
ISSN: 1548-7660
DOI: 10.18637/jss.v094.i01
Popis: Although a very rich list of classes of space-time covariance functions exists, specific tools for selecting the appropriate class for a given data set are needed. Thus, the main topic of this paper is to present the new R package, covatest, which can be used for testing some characteristics of a covariance function, such as symmetry, separability and type of non-separability, as well as for testing the adequacy of some classes of space-time covariance models. These last aspects can be relevant for choosing a suitable class of covariance models. The proposed results have been applied to an environmental case study.
Databáze: Directory of Open Access Journals