mcgf1.1.1 package

Markov Chain Gaussian Fields Simulation and Parameter Estimation

check_dists

Check if valid dists attribute for an mcgf object

check_length_ls

Check if valid input length

check_length

Check if valid input length

cov_joint

Covariance for joint distribution

acf_rs

Calculate regime-switching auto-correlation

ccov

Generic functions for calculating joint covariance/correlation matrix ...

check_dist_sign

Check if valid signed distance

acfs.mcgf

Extract, calculate, or assign mean auto-correlations for an mcgf or ...

acfs

Generic function for calculating autocorrelation

add_base.mcgf_rs

Add base model outputted from fit_base() to an mcgf_rs object.

add_base.mcgf

Add base model outputted from fit_base() to an mcgf object.

add_base

Generic function for adding a base model

add_lagr.mcgf_rs

Add lagr model outputted from fit_lagr() to a mcgf_rs object.

check_dist

Check if valid distance

add_lagr.mcgf

Add lagr model outputted from fit_lagr() to a mcgf object.

add_lagr

Generic function for adding a Lagrangian model

add_nugget

Adjust for nugget effect for correlations

ccf_rs

Calculate regime-switching cross-correlation

ccfs.mcgf

Extract, calculate, or assign cross-correlations for an mcgf or `mcg...

ccfs

Generic function for calculating cross-correlation

ccov.mcgf_rs

Covariance/correlation for joint distribution of an mcgf_rsobject

ccov.mcgf

Covariance/correlation for joint distribution of an mcgf object

cor_cauchy

Calculate Cauchy correlation

cor_exp

Calculate exponential correlation

cor_fs

Calculate correlation for fully symmetric model

cor_lagr_askey

Calculate Lagrangian correlation of the Askey form

cor2cov

Convert correlation to covariance

cor_lagr_exp

Calculate Lagrangian correlation of the exponential form

cor_lagr_tri

Calculate Lagrangian correlation of the triangular form

cor_sep

Calculate correlation for separable model

cor_stat_rs

Calculate general stationary correlation.

cor_stat

Calculate general stationary correlation.

dists.mcgf

Calculating distance matrices for an mcgf object

dists

Generic function for calculating distance matrices

dot-.cor_sep

Calculate correlation for separable model

dot-.cor_stat

Calculate correlation for the general stationary model

dot-cor_cauchy

Calculate Cauchy correlation

dot-cor_exp

Calculate exponential correlation

dot-cor_fs

Calculate correlation for fully symmetric model

dot-find_dists

Calculate (signed) distances between coordinates

dot-cor_lagr_askey

Calculate Lagrangian correlation of the Askey form

dot-cor_lagr_exp

Calculate Lagrangian correlation of the exponential form

dot-cor_lagr_tri

Calculate Lagrangian correlation of the triangular form

dot-cor_sep

Calculate correlation for separable model

dot-cor_stat

Calculate general stationary correlation.

dot-find_dists_new

Calculate (signed) distances between coordinates

dot-mcgf_rs_sim

Simulate regime-switching Markov chain Gaussian field

dot-mcgf_sim

Simulate Markov chain Gaussian field

estimate

Optimization for wls method

find_dists_new

Calculate (signed) distances between coordinates

find_dists

Calculate (signed) distances between coordinates

fit_base.mcgf_rs

Parameter estimation for symmetric correlation functions for an `mcgf_...

fit_base.mcgf

Parameter estimation for symmetric correlation functions for an mcgf...

fit_base

Fit correlation base models

fit_lagr.mcgf_rs

Parameter estimation for Lagrangian correlation functions for an `mcgf...

fit_lagr.mcgf

Parameter estimation for Lagrangian correlation functions for an `mcgf...

fit_lagr

Fit correlation Lagrangian models

is_numeric_scalar

Check if numeric scalar

is.mcgf_rs

Check if an object is an mcgf_rs object..

is.mcgf

Check if an object is an mcgf object.

krige_new.mcgf_rs

Obtain kriging forecasts for new locations for an mcgf_rs object.

krige_new.mcgf

Obtain kriging forecasts for new locations for an mcgf object.

krige_new

Generic function for computing kriging forecasts for new locations

krige.mcgf_rs

Obtain kriging forecasts for an mcgf_rs object.

krige.mcgf

Obtain kriging forecasts for an mcgf object.

krige

Generic function for computing kriging forecasts

mat_inv

Find inverse of a symmetric positive definite matrix

mcgf_rs_sim

Simulate regime-switching Markov chain Gaussian field

mcgf_rs

Create mcgf_rs object

mcgf_sim

Simulate Markov chain Gaussian field

mcgf

Create mcgf object

model.mcgf

Display fitted models for an mcgf or mcgf_rs object

model

Generic function for displaying fitted models for mcgf objects

new_mcgf_rs

Create an mcgf_rs object

new_mcgf

Create an mcgf object

obj_mle

Title

obj_wls

Compute the objective for wls method

print.mcgf

Print an mcgf object.

rdists

Generate random distance matrices

sd_rs

Calculate standard deviation for each location under each regime.

sds.mcgf

Extract, calculate, or assign standard deviations for an mcgf or `mc...

sds

Generic function for standard deviations for each column

to_ar

Convert to array

validate_mcgf_rs

Validate an mcgf_rs object

validate_mcgf

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.

  • Maintainer: Tianxia Jia
  • License: MIT + file LICENSE
  • Last published: 2024-06-29