COST (version 0.1.0)

Copula-Based Semiparametric Models for Spatio-Temporal Data

Description

Parameter estimation, one-step ahead forecast and new location prediction methods for spatio-temporal data.

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Version

Install

install.packages('COST')

Monthly Downloads

161

Version

0.1.0

License

GPL

Maintainer

Yanlin Tang

Last Published

January 4th, 2019

Functions in COST (0.1.0)

Wind6month

Wind speed data from 10 sites

Forecasts.GP

one-step ahead forecast by Gaussian process fitting

Data.COST

Data Generation

Forecasts.CF

one-step ahead forecast by separate time series analysis

example.prediction

example for new location prediction

logL.COST.t

negtive log-likelihood for t copula

logL.GP

negtive log-likelihood of Gaussian process

location

Locations of 10 sites

Predictions.COST.G

new location prediction by Gaussian copula

rank.multivariate

multivariate rank of a vector

example.forecast

example for one-step ahead forecast

Predictions.COST.t

new location prediction by t copula

Predictions.GP

new location prediction by Gaussian process method

Forecasts.COST.t

one-step ahead forecast by t copula

Forecasts.COST.G

one-step ahead forecast by Gaussian copula

logL.CF

negtive log-likelihood for separate time series analysis

logL.COST.G

negtive log-likelihood for Gaussian copula