staircase.hyper.est: Estimate hyperparameters of ungauged sites

In EnviroStat: Statistical Analysis of Environmental Space-Time Processes

Description

This function combines the results from the staircase.EM fit and the SG method to estimate the hyperparameters associated with the ungauged sites.

Usage

staircase.hyper.est(emfit, covfit, u, p, g, d0 = NULL)

Arguments

emfit	Output from the staircase.EM fit
covfit	The covariance matrix between all locations (with new locations at the beginning). This is an output from the SG fitting
u	number of new locations
p	dimension of the multivariate response
g	number of stations
d0	(optional) The degrees of freedom for the new locations (ungauged block)

Value

List with the following elements:

Delta.0	The degree of freedoms for the new locations. Equal to d0, if given (must be > u*p+2), else mean(emfit$delta) if > u*p+2; u*p+ min(emfit$delta) otherwise.
Lambda.0	Conditional variance between new locations given the gauged stations
Xi0.0	the regression slope (Note: τ_{0i} = {\rm kronecker}(ξ_0 , diag(p)))
H.0	The variance matrix for the rows of τ^{[u]}

Also all components of the output of the staircase.EM fit (for blocks 1-K).

See Also

staircase.EM

EnviroStat documentation built on May 2, 2019, 2:32 p.m.