Data.COST: Data Generation

In COST: Copula-Based Semiparametric Models for Spatio-Temporal Data

Description

Generating data from COST DGP, assuming Markov process of order one

Usage

Data.COST(n,n.total,seed1,coord,par.t)

Arguments

n	number of time points for parameter estimation
n.total	number of total time points, with a burning sequence
seed1	random seed to generate a data set, for reproducibility
coord	coordinates of the locations
par.t	the true copula parameters

Value

Y.all	data from all locations and time points, may include data at time point n+1, or data from new locations
mean.true	true conditional mean of observed locations at time point n+1

Author(s)

Yanlin Tang, Huixia Judy Wang

References

Yanlin Tang, Huixia Judy Wang, Ying Sun, Amanda Hering. Copula-based semiparametric models for spatio-temporal data.

Examples

library(COST)
n = 500
n.total = 1001
seed1 = 22222
coord = cbind(rep(c(1,3,5)/6,each=3),rep(c(1,3,5)/6,3))
par.t = c(0,1,1,0.5,1.5,100)
dat = Data.COST(n,n.total,seed1,coord,par.t)
#it returns a data set with dimension 501*9

COST documentation built on May 2, 2019, 9:33 a.m.