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

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 co...

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Main Authors: Claudia Cappello, Sandra De Iaco, Donato Posa
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2020-06-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3371
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author Claudia Cappello
Sandra De Iaco
Donato Posa
author_facet Claudia Cappello
Sandra De Iaco
Donato Posa
author_sort Claudia Cappello
collection DOAJ
description 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.
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spelling doaj.art-32c919c7774041e29b7c552a4d0dd3a32022-12-21T18:48:40ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602020-06-0194114210.18637/jss.v094.i011362covatest: An R Package for Selecting a Class of Space-Time Covariance FunctionsClaudia CappelloSandra De IacoDonato PosaAlthough 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.https://www.jstatsoft.org/index.php/jss/article/view/3371space-time covariance functionssymmetryseparabilitytype of non-separabilitytest on classes of space-time covariance functions
spellingShingle Claudia Cappello
Sandra De Iaco
Donato Posa
covatest: An R Package for Selecting a Class of Space-Time Covariance Functions
Journal of Statistical Software
space-time covariance functions
symmetry
separability
type of non-separability
test on classes of space-time covariance functions
title covatest: An R Package for Selecting a Class of Space-Time Covariance Functions
title_full covatest: An R Package for Selecting a Class of Space-Time Covariance Functions
title_fullStr covatest: An R Package for Selecting a Class of Space-Time Covariance Functions
title_full_unstemmed covatest: An R Package for Selecting a Class of Space-Time Covariance Functions
title_short covatest: An R Package for Selecting a Class of Space-Time Covariance Functions
title_sort covatest an r package for selecting a class of space time covariance functions
topic space-time covariance functions
symmetry
separability
type of non-separability
test on classes of space-time covariance functions
url https://www.jstatsoft.org/index.php/jss/article/view/3371
work_keys_str_mv AT claudiacappello covatestanrpackageforselectingaclassofspacetimecovariancefunctions
AT sandradeiaco covatestanrpackageforselectingaclassofspacetimecovariancefunctions
AT donatoposa covatestanrpackageforselectingaclassofspacetimecovariancefunctions