Sigma_mar_dep: Compute the covariance matrix corresponding to a mixture of...

In saidqasmi/KCC: Kriging for Climate Change (KCC)

Compute the covariance matrix corresponding to a mixture of four autoregressive (MAR) processes of order 1 and their link.

Description

Sigma_mar_dep takes the parameters returned by estim_mar_dep or estim_mar_dep_full to calculate the matrix coefficients whose formulation is given in equation 10 in Qasmi and Ribes (2021).

Usage

Sigma_mar_dep(theta, y)

Arguments

theta	a vector containing the MAR parameters returned by estim_mar_dep or estim_mar_dep_full
y	a list of the two time series associated with theta1 and theta2

Value

a symmetric matrix corresponding to the combination of the two MAR models. The number of lines/columns in the covariance matrix, usually corresponds to the length of y.

saidqasmi/KCC documentation built on July 8, 2022, 6:02 a.m.