mom_bec: Binned Empirical Covariance Matrix

In jelsema/RRSM: Methods for reduced rank spatial models

Description

Computes the binned empirical covariance matrix for Method of Moments (MOM) estimation in a reduced rank spatial model.

Usage

mom_bec(empirical = "cj", coords, Y, X, S, bin_centers = NULL, ...)

Arguments

empirical	string identifying which empirical estimate to used for the empirical binned covariance matrix. See details.
coords	the matrix of observed locations.
Y	the observed data.
X	the fixed-effects design matrix.
S	the matrix of basis functions.
bin_centers	matrix of coordinates for the bin centers for the MOM estimation.
...	space for additional arguments to be passed to the estimation function.

Details

The Method of Moments (MOM, method="MOM") estimation is a two-step procedure. First, an empirical binned covariance matrix is computed, and then the covariance matrix is fitted (see mom_fit). Different options for the empirical estimate can be selected using empirical. Currently there are four choices:

• "cj"The Cressie-Johanneson empirical binned covariance matrix.

• "robust"A robust empirical binned estimator based on the median absolute deviation.

• "dispersion"A robust empirical binned estimator based on a more efficient robust variance.

• "wt_dispersion"A weighted version of the dispersion estimate.

Value

A matrix.

Note

Alone, the output of this function is not useful, it should be used in tandem with mom_fit

See Also

rr_est mom_fit

jelsema/RRSM documentation built on May 19, 2019, 4:02 a.m.