Markov Chain Gaussian Fields Simulation and Parameter Estimation
Check if valid dists attribute for an mcgf
object
Check if valid input length
Check if valid input length
Covariance for joint distribution
Calculate regime-switching auto-correlation
Generic functions for calculating joint covariance/correlation matrix ...
Check if valid signed distance
Extract, calculate, or assign mean auto-correlations for an mcgf
or ...
Generic function for calculating autocorrelation
Add base model outputted from fit_base()
to an mcgf_rs
object.
Add base model outputted from fit_base()
to an mcgf
object.
Generic function for adding a base model
Add lagr model outputted from fit_lagr()
to a mcgf_rs
object.
Check if valid distance
Add lagr model outputted from fit_lagr()
to a mcgf
object.
Generic function for adding a Lagrangian model
Adjust for nugget effect for correlations
Calculate regime-switching cross-correlation
Extract, calculate, or assign cross-correlations for an mcgf
or `mcg...
Generic function for calculating cross-correlation
Covariance/correlation for joint distribution of an mcgf_rs
object
Covariance/correlation for joint distribution of an mcgf
object
Calculate Cauchy correlation
Calculate exponential correlation
Calculate correlation for fully symmetric model
Calculate Lagrangian correlation of the Askey form
Convert correlation to covariance
Calculate Lagrangian correlation of the exponential form
Calculate Lagrangian correlation of the triangular form
Calculate correlation for separable model
Calculate general stationary correlation.
Calculate general stationary correlation.
Calculating distance matrices for an mcgf
object
Generic function for calculating distance matrices
Calculate correlation for separable model
Calculate correlation for the general stationary model
Calculate Cauchy correlation
Calculate exponential correlation
Calculate correlation for fully symmetric model
Calculate (signed) distances between coordinates
Calculate Lagrangian correlation of the Askey form
Calculate Lagrangian correlation of the exponential form
Calculate Lagrangian correlation of the triangular form
Calculate correlation for separable model
Calculate general stationary correlation.
Calculate (signed) distances between coordinates
Simulate regime-switching Markov chain Gaussian field
Simulate Markov chain Gaussian field
Optimization for wls method
Calculate (signed) distances between coordinates
Calculate (signed) distances between coordinates
Parameter estimation for symmetric correlation functions for an `mcgf_...
Parameter estimation for symmetric correlation functions for an mcgf
...
Fit correlation base models
Parameter estimation for Lagrangian correlation functions for an `mcgf...
Parameter estimation for Lagrangian correlation functions for an `mcgf...
Fit correlation Lagrangian models
Check if numeric scalar
Check if an object is an mcgf_rs
object..
Check if an object is an mcgf
object.
Obtain kriging forecasts for new locations for an mcgf_rs
object.
Obtain kriging forecasts for new locations for an mcgf
object.
Generic function for computing kriging forecasts for new locations
Obtain kriging forecasts for an mcgf_rs
object.
Obtain kriging forecasts for an mcgf
object.
Generic function for computing kriging forecasts
Find inverse of a symmetric positive definite matrix
Simulate regime-switching Markov chain Gaussian field
Create mcgf_rs object
Simulate Markov chain Gaussian field
Create mcgf object
Display fitted models for an mcgf
or mcgf_rs
object
Generic function for displaying fitted models for mcgf
objects
Create an mcgf_rs object
Create an mcgf object
Title
Compute the objective for wls method
Print an mcgf
object.
Generate random distance matrices
Calculate standard deviation for each location under each regime.
Extract, calculate, or assign standard deviations for an mcgf
or `mc...
Generic function for standard deviations for each column
Convert to array
Validate an mcgf_rs object
Validate an mcgf object
Simulating and estimating (regime-switching) Markov chain Gaussian fields with covariance functions of the Gneiting class (Gneiting 2002) <doi:10.1198/016214502760047113>. It supports parameter estimation by weighted least squares and maximum likelihood methods, and produces Kriging forecasts and intervals for existing and new locations.
Useful links