get.matrix.Winv

get.matrix.Winv 
return the inverse matrix of W = V x C x V for the treatment of heteroscedastic and AR(1) errors
see Wang (2011) section 5.3 for further details

These functions use smoothing-splines for the assessment of single-member ensembles of climate projections.
- Cheng, C.-I. and P. L. Speckman (2012) <doi:10.1016/j.csda.2012.05.020>.

Guillaume Evin

qualypsoss

Uncertainties of Climate Projections using Smoothing Splines

get.matrix.Winv function

<dl><dt>weight.hetero</dt>
<dd>output of <code>get.vec.weight.hetero</code></dd>
<dt>nMO</dt>
<dd>number of possible simulation chains (missing and non-missing)</dd>
<dt>nP</dt>
<dd>number of continuous predictors (e.g. future times)</dd>
<dt>rho</dt>
<dd>AR(1) correlation parameter in (-1,1)</dd></dl>

Arguments

Author

get.matrix.Winv 
return the inverse matrix of W = V x C x V for the treatment of heteroscedastic and AR(1) errors
see Wang (2011) section 5.3 for further details — get.matrix.Winv

<dl>

<dt>weight.hetero</dt>
<dd>output of <code>get.vec.weight.hetero</code></dd>


<dt>nMO</dt>
<dd>number of possible simulation chains (missing and non-missing)</dd>


<dt>nP</dt>
<dd>number of continuous predictors (e.g. future times)</dd>


<dt>rho</dt>
<dd>AR(1) correlation parameter in (-1,1)</dd>

</dl>

get.matrix.Winv 
return the inverse matrix of W = V x C x V for the treatment of heteroscedastic and AR(1) errors
see Wang (2011) section 5.3 for further details

get.matrix.Winv: get.matrix.Winv return the inverse matrix of W = V x C x V for the treatment of heteroscedastic and AR(1) errors see Wang (2011) section 5.3 for further details

Description

Usage

Value

Arguments

Author

References