# staircase.hyper.est: 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).

staircase.EM