sinar (version 0.1.0)

cls: Conditional least square estimates for a SINAR(1,1) process.

Description

cls computes the conditional least square for a process described by $$X_{i,j}= a_{10} X_{i-1,j} + a_{01} X_{i,j-1} + a_{11} X_{i-1, j-1} + \epsilon_{i,j}$$ where \(\epsilon_{i,j}\) is an iid process with poison distribution. Note the \(a_{10}, a_{01}, a_{11}\) must belong to the interval \([0,1]\). We obtain estimates for \(a_{10}, a_{01}, a_{11}\) and \(\mu_\epsilon\). We do not make any asumption about the distribution of the innovation in the process.

Usage

cls(X)

Arguments

X

A integer matrix where each cell is the observed value in the regular lattice.

Value

a vector with the estimates of \(a_{10}, a_{01}, a_{11}, \mu\).

Examples

# NOT RUN {
data("nematodes")
cls(nematodes)
# }