sinar (version 0.1.0)

emp_cov: Empirical estimate for the Covariance matrix in the Klimko-Nelson.

Description

\(\Sigma\) is the covariance matrix in the Klimko-Nelson seminal paper. Basically, we know $$\sqrt{n}(\hat{a}_{10} - a_{10}, \hat{a}_{01} - a_{01}, \hat{a}_{11} - a_{11}, \hat{\mu}_\epsilon - \mu_\epsilon)^\top \sim MNV(0, \Sigma)$$ where $$\Sigma = V^{-1}W V^{-1}.$$ For more details, check Klimko and Nelson (1978).

Usage

emp_cov(X)

Arguments

X

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

Value

The covariance matrix estimated empirically.

Examples

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