Estimate hyperparameters of ungauged sites

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

1
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