covatest

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Tests on Properties of Space-Time Covariance Functions

Donato Posa, Claudia Cappello, Sandra de Iaco

Last update: 3 July 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.2, 0.2.1, 0.3.0, 1.0.0, 1.0.1, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.4, 1.2.0, 1.2.1, 1.2.3

Source code repository: https://github.com/cran/covatest

Description

Tests on properties of space-time covariance functions. Tests on symmetry, separability and for assessing different forms of non-separability are available. Moreover tests on some classes of covariance functions, such that the classes of product-sum models, Gneiting models and integrated product models have been provided. It is the companion R package to the papers of Cappello, C., De Iaco, S., Posa, D., 2018, Testing the type of non-separability and some classes of space-time covariance function models <doi:10.1007/s00477-017-1472-2> and Cappello, C., De Iaco, S., Posa, D., 2020, covatest: an R package for selecting a class of space-time covariance functions <doi:10.18637/jss.v094.i01>.

Cites work

• Testing the type of non-separability and some classes of space-time covariance function models
• covatest: An R Package for Selecting a Class of Space-Time Covariance Functions

Cited In (1)

• Computational advances for spatio-temporal multivariate environmental models

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