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.

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

Cappello, Claudia;De Iaco, Sandra
;
Posa, Donato
2020-01-01

Abstract

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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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/439721
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