emp_W: Empirical estimate for the matrix W in the Klimko-Nelson.

Description Usage Arguments Value Examples

View source: R/cls_sinar.R

Description

emp_W is the matrix in the Klimko-Nelson seminal paper. Basically, we know

√{n}(\hat{a}_{10} - a_{10}, \hat{a}_{01} - a_{01}, \hat{a}_{11} - a_{11}, \hat{μ}_ε - μ_ε)^\top \sim MNV(0, Σ)

where

Σ = V^{-1}W V^{-1}.

For more details, check Klimko and Nelson (1978).

Usage

1
emp_W(X)

Arguments

X

A integer matrix where each cell is the observed value in the regular lattice.

Value

The matrix W estimated empirically.

Examples

1
2
data("nematodes")
emp_V(nematodes)

sinar documentation built on Jan. 13, 2021, 6 p.m.