Copula-Based Semiparametric Models for Spatio-Temporal Data

Data.COST | Data Generation |

example.forecast | example for one-step ahead forecast |

example.prediction | example for new location prediction |

Forecasts.CF | one-step ahead forecast by separate time series analysis |

Forecasts.COST.G | one-step ahead forecast by Gaussian copula |

Forecasts.COST.t | one-step ahead forecast by t copula |

Forecasts.GP | one-step ahead forecast by Gaussian process fitting |

location | Locations of 10 sites |

logL.CF | negtive log-likelihood for separate time series analysis |

logL.COST.G | negtive log-likelihood for Gaussian copula |

logL.COST.t | negtive log-likelihood for t copula |

logL.GP | negtive log-likelihood of Gaussian process |

Predictions.COST.G | new location prediction by Gaussian copula |

Predictions.COST.t | new location prediction by t copula |

Predictions.GP | new location prediction by Gaussian process method |

rank.multivariate | multivariate rank of a vector |

Wind6month | Wind speed data from 10 sites |

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