eval.star: STARX: spatiotemporal autoregressive model with exogenous...

In funstatpackages/STARX: Spatiotemporal Autoregressive Model with Exogenous Variables

Description

This function evaluates the performance of estimated STAR model by comparing with the true model.

Usage

eval.star(
  fitted,
  beta.true = NULL,
  eta.true = NULL,
  alpha.true = NULL,
  data.grid = NULL
)

Arguments

fitted	Estimated STAR model.
beta.true	True beta functions.
eta.true	True linear coefficients η.
alpha.true	True α.
data.grid	Grid points to evaluate beta functions.

Value

mse.alpha	squared error of α.
mse.eta	squared error of η.
mise.beta	integrated squared error of β(s1, s2, t).
beta.hat.grid	Estimated β(s1, s2, t) at grid points data.grid.
beta.func.grid	True β(s1, s2, t) at grid points data.grid.

funstatpackages/STARX documentation built on Jan. 30, 2021, 11:47 p.m.