SpatioTemporal: Spatio-Temporal Model Estimation

Utilities that estimate, predict and cross-validate the spatio-temporal model developed for MESA Air.

Install the latest version of this package by entering the following in R:
AuthorJohan Lindstrom, Adam Szpiro, Paul D. Sampson, Silas Bergen, Assaf P. Oron
Date of publication2013-08-12 16:51:44
MaintainerJohan Lindstrom <>

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Man pages

blockMult: Multiplication of Block Diagonal Matrix and Vector

boxplot.estCVSTmodel: Boxplots for 'estCVSTmodel' object

calc.FX: Compute Matrix Product Bewteen Temporal Trends and a LUR...

calc.FXtF2: Compute Quadratic Form Bewteen Temporal Trends and Sigma B Matrix Multiplication with Block Matrices

calcSmoothTrends: Smooth Basis Functions for a STdata Object

calc.tFX: Compute Matrix Product Bewteen Temporal Trends and a Matrix

calc.tFXF: Compute Quadratic Form Bewteen Temporal Trends and Sigma nu

coef.estCVSTmodel: Returns estimated parameters for each CV-group.

coef.estimateSTmodel: Returns estimated parameters (and uncertaintes)

computeLTA: Computes the Long Term Average for Each Sites.

convertCharToDate: Convert Character to Dates

createCV: Define Cross-Validation Groups

createDataMatrix: Create a Data Matrix

createLUR: Add Covariate Fields to 'STdata' Object.

createSTdata: Construct STdata Object

createSTmodel: Construct STmodel Object

crossDist: Computed the Euclidian Distance Matrix

c.STmodel: Combine Several STmodel/STdata Objects

defaultList: Add Default Elements to Incomplete list

density.mcmcSTmodel: Kernel Density Estimation for an 'mcmcSTmodel' Object

detrendSTdata: Removes Temporal Trend from Observations in a 'STdata' Object

dotProd: Computes Inner Product and Squared 2-norm

dropObservations: Drop Observations from a STmodel Example of 'estCVSTmodel' and 'predCVSTmodel' structures

estimateBetaFields: Regression Estimates of beta-Fields

estimateCV.STmodel: Cross-Validated Estimation and Prediction

estimate.STmodel: Estimation of the Spatio-Temporal Model

est.mesa.model: Examples of 'estimateSTmodel' structure

evalCovFuns: Compute Covariance Function

expandF: Expand F

genGradient: Compute Finite Difference Gradient and Hessians.

loglikeST: Compute the Log-likelihood for the Spatio-Temporal Model

loglikeSTdim: Dimensions of the STmodel Structure

loglikeSTgetPars: Extract Parameters from a Vector

loglikeSTGrad: Compute Gradient and Hessian for the Log-likelihood

loglikeSTnames: Create Names for Log-likelihood Parameters for STmodel...

makeCholBlock: Computations for Block Diagonal Matrices

make.sigma.B: Deprecated functions, use replacements!

makeSigmaB: Create Block Covariance Matrix (Equal Block Sizes)

makeSigmaNu: Create Block Covariance Matrix (Unequal Block Sizes)

MCMC.mesa.model: Example of a 'mcmcSTmodel' structure

MCMC.STmodel: MCMC Inference of Parameters in the Spatio-Temporal Model Data used in the examples

mesa.model: Example of a 'STmodel' structure

namesCovFuns: Available covariance functions

parsCovFuns: Parameter Names for Covariance Function(s)

plot.density.mcmcSTmodel: Plots for an 'density.mcmcSTmodel' object

plot.mcmcSTmodel: Plots for an 'mcmcSTmodel' object

plot.predictSTmodel: Plots for 'predictSTmodel' and 'predCVSTmodel' Objects

plot.STdata: Different Plots for 'STdata'/'STmodel' object

plot.SVDcv: Plot and Boxplot cross-validation statistics for 'SVDcv'...

predictNaive: Naive Temporal Predictions

predict.STmodel: Computes Conditional Expectation at Unobserved Locations

pred.mesa.model: Example of a 'predictSTmodel' structure

print.estCVSTmodel: Print details for 'estCVSTmodel' object

print.estimateSTmodel: Print details for 'estimateSTmodel' object

print.mcmcSTmodel: Print details for 'mcmcSTmodel' object

print.predCVSTmodel: Print details for 'predCVSTmodel' object

print.predictSTmodel: Print details for 'predictSTmodel' object

print.STdata: Print details for 'STdata' object

print.STmodel: Print details for 'STmodel' object

print.summary.estCVSTmodel: Print details for 'summary.estCVSTmodel' object

print.summary.mcmcSTmodel: Print details for 'summary.mcmcSTmodel' object

print.summary.predCVSTmodel: Print details for 'summary.predCVSTmodel' object

print.summary.STdata: Print details for 'summary.STdata' object

print.summary.STmodel: Print details for 'summary.STmodel' object

print.SVDcv: Print details for 'SVDcv' object

processLocation: Internal Function that Extracts Locations

processLUR: Internal Function that do Covariate Selection

qqnorm.STdata: QQ-norm for 'STdata'/'STmodel'/'predCVSTmodel' objects

removeSTcovarMean: Mean-Centre the Spatio-Temporal Covariate

scatterPlot: Scatter plot

scatterPlot.STdata: scatterPlot for 'STdata'/'STmodel'/'predCVSTmodel' objects

simulate.STmodel: Simulate Data from the Spatio-Temporal Model

SpatioTemporal-package: Spatio-Temporal Modelling

stCheckClass: Test if an object belongs to given class(es).

stCheckCovars: Check a data.frame of Covariates

stCheckFields: Test if fields exist in an object.

stCheckObs: Check an 'obs' data.frame.

stCheckSTcovars: Check an Array/List of Spatio-Temporal Covariates

sumLogDiag: Sum the Logarithm of (Diagonal) Elements

summary.estCVSTmodel: Computes summary details for 'estCVSTmodel' object

summary.mcmcSTmodel: Computes summary details for 'mcmcSTmodel' object

summary.predCVSTmodel: Computes summary details for 'predCVSTmodel' object

summary.STdata: Computes summary details for 'STdata' object

summary.STmodel: Computes summary details for 'STmodel' object

SVDmiss: Missing Data SVD

SVDsmooth: Smooth Basis Functions for Data Matrix with Missing Values

updateCovf: Update Covariance Functions in 'STmodel' Objects

updateTrend.STdata: Update Trend in 'STdata' or 'STmodel' Object


block.mult Man page
blockMult Man page
boxplot.estCVSTmodel Man page
boxplot.SVDcv Man page
calc.F.times.X Man page
calc.FX Man page
calc.FXtF2 Man page
calc.iS.X Man page Man page
calc.smooth.trends Man page
calcSmoothTrends Man page
calc.tF.mat.F Man page
calc.tF.times.mat Man page
calc.tFX Man page
calc.tFXF Man page
calc.X.iS.X Man page
coef.estCVSTmodel Man page
coef.estimateSTmodel Man page
combineMesaData Man page
computeLTA Man page
compute.ltaCV Man page
cond.expectation Man page
construct.LUR.basis Man page
construct.ST.basis Man page
convertCharToDate Man page
createCV Man page Man page
createDataMatrix Man page Man page
createLUR Man page
createST Man page
createSTdata Man page
createSTmodel Man page
crossDist Man page
c.STmodel Man page
CVbasics Man page
CVresiduals.qqnorm Man page
CVresiduals.scatter Man page
defaultList Man page
default.LUR.list Man page
default.ST.list Man page
density.mcmcSTmodel Man page Man page
detrendSTdata Man page Man page
dotProd Man page
drop.observations Man page
dropObservations Man page Man page
estimate Man page
estimateBetaFields Man page
estimateCV Man page
estimateCV.STmodel Man page
estimate.STmodel Man page
est.mesa.model Man page
evalCovFuns Man page
expandF Man page
fit.mesa.model Man page
gen.gradient Man page
genGradient Man page
gen.hessian Man page
genHessian Man page
get.params Man page
invCholBlock Man page
loglike Man page
loglike.dim Man page
loglike.grad Man page
loglike.hessian Man page
loglike.naive Man page
loglike.naive.grad Man page
loglike.naive.hessian Man page
loglikeST Man page
loglikeSTdim Man page
loglikeSTgetPars Man page
loglikeSTGrad Man page
loglikeSTHessian Man page
loglikeSTnaive Man page
loglikeSTnaiveGrad Man page
loglikeSTnaiveHessian Man page
loglikeSTnames Man page
loglike.var.names Man page
makeCholBlock Man page
make.sigma.B Man page
makeSigmaB Man page
make.sigma.B.full Man page Man page
makeSigmaNu Man page Man page
MCMC Man page
MCMC.mesa.model Man page
MCMC.STmodel Man page Man page
mesa.model Man page
namesCovFuns Man page
norm2 Man page
parsCovFuns Man page
plotCV Man page
plot.density.mcmcSTmodel Man page
plot.mcmcSTmodel Man page
plotMesaData Man page
plotMonitoringLoc Man page
plot.predCVSTmodel Man page
plotPrediction Man page
plot.predictSTmodel Man page
plot.STdata Man page
plot.STmodel Man page
plot.SVDcv Man page Man page
predictCV Man page
predictCV.STmodel Man page
predictNaive Man page
predict.STmodel Man page
pred.mesa.model Man page
print.estCVSTmodel Man page
print.estimateSTmodel Man page
print.mcmcSTmodel Man page
printMesaDataNbrObs Man page
print.predCVSTmodel Man page
print.predictSTmodel Man page
print.STdata Man page
print.STmodel Man page
print.summary.estCVSTmodel Man page
print.summary.mcmcSTmodel Man page
print.summary.predCVSTmodel Man page
print.summary.STdata Man page
print.summary.STmodel Man page
print.SVDcv Man page
processLocation Man page
processLUR Man page
processST Man page
qqnorm.predCVSTmodel Man page
qqnorm.STdata Man page
qqnorm.STmodel Man page
removeSTcovarMean Man page
remove.ST.mean Man page
run.MCMC Man page
scatterPlot Man page
scatterPlot.predCVSTmodel Man page
scatterPlot.STdata Man page
scatterPlot.STmodel Man page
setupSTdataset Man page
simulateMesaData Man page
simulate.STmodel Man page
solveTriBlock Man page
SpatioTemporal Man page
SpatioTemporal-package Man page
stCheckClass Man page
stCheckCovars Man page
stCheckFields Man page
stCheckObs Man page
stCheckSTcovars Man page
sumLog Man page
sumLogDiag Man page
summary.estCVSTmodel Man page
summary.mcmcSTmodel Man page
summary.predCVSTmodel Man page
summaryStatsCV Man page
summary.STdata Man page
summary.STmodel Man page
summary.SVDcv Man page
SVDmiss Man page
SVD.miss Man page
SVDsmooth Man page
SVD.smooth Man page Man page
SVDsmoothCV Man page
tstat Man page
updateCovf Man page
updateSTdataTrend Man page
updateTrend Man page
updateTrend.STdata Man page
updateTrend.STmodel Man page


Rd_examples/Ex_mesa_model.R Rd_examples/Ex_makeSigmaB.R Rd_examples/Ex_calc_tFXF.R Rd_examples/Ex_calc_mu_B.R Rd_examples/Ex_detrendSTdata.R Rd_examples/Ex_dropObservations.R Rd_examples/Ex_estimate_STmodel.R Rd_examples/Ex_sumLogDiag.R Rd_examples/Ex_computeLTA.R Rd_examples/Ex_estimateBetaFields.R Rd_examples/Ex_createCV.R Rd_examples/Ex_estimateCV_STmodel.R Rd_examples/Ex_plot_mcmcSTmodel.R Rd_examples/Ex_blockMult.R Rd_examples/Ex_boxplot_estCVSTmodel.R Rd_examples/Ex_scatterPlot_STdata.R Rd_examples/Ex_qqnorm_STdata.R Rd_examples/Ex_MCMC_mesa_model.R Rd_examples/Ex_makeCholBlock.R Rd_examples/Ex_simulate_STmodel.R Rd_examples/Ex_c_STmodel.R Rd_examples/Ex_calc_FXtF2.R Rd_examples/Ex_predictNaive.R Rd_examples/Ex_processLocation.R Rd_examples/Ex_loglikeST.R Rd_examples/Ex_dotProd.R Rd_examples/Ex_evalCovFuns.R Rd_examples/Ex_SpatioTemporal_package.R Rd_examples/Ex_createSTdata.R Rd_examples/Ex_createDataMatrix.R Rd_examples/Ex_plot_predictSTmodel.R Rd_examples/Ex_expandF.R Rd_examples/Ex_calcSmoothTrends.R Rd_examples/Ex_loglikeSTGrad.R Rd_examples/Ex_updateCovf.R Rd_examples/Ex_mesa_data_raw.R Rd_examples/Ex_createSTmodel.R Rd_examples/Ex_density_mcmcSTmodel.R Rd_examples/Ex_makeSigmaNu.R Rd_examples/Ex_calc_tFX.R Rd_examples/Ex_convertCharToDate.R Rd_examples/Ex_loglikeSTgetPars.R Rd_examples/Ex_predict_STmodel.R Rd_examples/Ex_SVDsmooth.R Rd_examples/Ex_SVDmiss.R Rd_examples/Ex_plot_STdata.R Rd_examples/Ex_removeSTmean.R Rd_examples/Ex_crossDist.R Rd_examples/Ex_genGradient.R Rd_examples/Ex_processLUR.R Rd_examples/Ex_updateTrend.R Rd_examples/Ex_calc_FX.R
R/STmodel_simulate.R R/utils.R R/c_lin_alg.R R/MCMC.R R/loglikeST_aux.R R/STmodel.R R/CV_predict.R R/CV_aux.R R/STdata.R R/c_cov_matrices.R R/block_matrices.R R/temporal_SVD_incomplete_data.R R/loglikeST_derivatives.R R/loglikeST.R R/SpatioTemporal-data.R R/internal.R R/deprecated.R R/STmodel_setup.R R/STmodel_combine.R R/CV_estimate.R R/c_F_mult.R R/STmodel_processing.R R/STdata_processing.R R/STmodel_predict.R R/STmodel_estimate.R R/SpatioTemporal-package.R
man/print.estimateSTmodel.Rd man/plot.predictSTmodel.Rd man/dotProd.Rd man/print.summary.estCVSTmodel.Rd man/print.STdata.Rd man/parsCovFuns.Rd man/plot.SVDcv.Rd man/coef.estimateSTmodel.Rd man/print.STmodel.Rd man/crossDist.Rd man/processLocation.Rd man/loglikeSTnames.Rd man/loglikeST.Rd man/print.predCVSTmodel.Rd man/calc.FX.Rd man/MCMC.STmodel.Rd man/calc.tFXF.Rd man/plot.mcmcSTmodel.Rd man/SVDsmooth.Rd man/density.mcmcSTmodel.Rd man/make.sigma.B.Rd man/print.predictSTmodel.Rd man/defaultList.Rd man/loglikeSTdim.Rd man/estimate.STmodel.Rd man/summary.STdata.Rd man/summary.estCVSTmodel.Rd man/updateCovf.Rd man/stCheckFields.Rd man/createCV.Rd man/print.summary.predCVSTmodel.Rd man/ man/namesCovFuns.Rd man/calc.tFX.Rd man/createLUR.Rd man/detrendSTdata.Rd man/print.summary.mcmcSTmodel.Rd man/SVDmiss.Rd man/loglikeSTGrad.Rd man/predict.STmodel.Rd man/stCheckObs.Rd man/print.summary.STmodel.Rd man/genGradient.Rd man/stCheckClass.Rd man/plot.density.mcmcSTmodel.Rd man/scatterPlot.STdata.Rd man/makeSigmaB.Rd man/processLUR.Rd man/print.summary.STdata.Rd man/est.mesa.model.Rd man/loglikeSTgetPars.Rd man/pred.mesa.model.Rd man/predictNaive.Rd man/MCMC.mesa.model.Rd man/boxplot.estCVSTmodel.Rd man/blockMult.Rd man/createSTdata.Rd man/summary.predCVSTmodel.Rd man/calc.FXtF2.Rd man/evalCovFuns.Rd man/computeLTA.Rd man/summary.mcmcSTmodel.Rd man/makeSigmaNu.Rd man/print.estCVSTmodel.Rd man/SpatioTemporal-package.Rd man/createSTmodel.Rd man/updateTrend.STdata.Rd man/createDataMatrix.Rd man/print.mcmcSTmodel.Rd man/convertCharToDate.Rd man/print.SVDcv.Rd man/coef.estCVSTmodel.Rd man/c.STmodel.Rd man/mesa.model.Rd man/estimateBetaFields.Rd man/scatterPlot.Rd man/ man/sumLogDiag.Rd man/summary.STmodel.Rd man/expandF.Rd man/estimateCV.STmodel.Rd man/makeCholBlock.Rd man/ man/calcSmoothTrends.Rd man/stCheckSTcovars.Rd man/removeSTcovarMean.Rd man/dropObservations.Rd man/simulate.STmodel.Rd man/qqnorm.STdata.Rd man/plot.STdata.Rd man/stCheckCovars.Rd
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