get.matrix.W: get.matrix.W return the matrix of W = V x C x V for the...

In qualypsoss: Uncertainties of Climate Projections using Smoothing Splines

get.matrix.W return the matrix of W = V x C x V for the treatment of heteroscedastic and AR(1) errors see Wang (2011) section 5.3 for further details

Description

get.matrix.W return the matrix of W = V x C x V for the treatment of heteroscedastic and AR(1) errors see Wang (2011) section 5.3 for further details

Usage

get.matrix.W(weight.hetero, nMO, nP, rho)

Arguments

weight.hetero	output of get.vec.weight.hetero
nMO	number of possible simulation chains (missing and non-missing)
nP	number of continuous predictors (e.g. future times)
rho	AR(1) correlation parameter in (-1,1)

Value

matrix n x n where coden is the total number of predictions (all the predictions for all the possible simulation chains)

Author(s)

Guillaume Evin

References

Wang, Y. 2011. 'Spline Smoothing with Heteroscedastic and/or Correlated Errors.' Smoothing Splines. Chapman and Hall/CRC. https://doi.org/10.1201/b10954-11.

qualypsoss documentation built on Aug. 31, 2022, 5:09 p.m.