covatest: An R Package for Selecting a Class of Space-Time Covariance Functions

Abstract

Although a very rich list of classes of space-time covariance functions exists, specific tools for selecting the appropriate class for a given data set are needed. Thus, the main topic of this paper is to present the new R package, covatest, which can be used for testing some characteristics of a covariance function, such as symmetry, separability and type of non-separability, as well as for testing the adequacy of some classes of space-time covariance models. These last aspects can be relevant for choosing a suitable class of covariance models. The proposed results have been applied to an environmental case study.

Keywords

• space-time covariance functions
• symmetry
• separability
• type of non-separability
• test on classes of space-time covariance functions