emp_cov {sinar} | R Documentation |
\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).
emp_cov(X)
X |
A integer matrix where each cell is the observed value in the regular lattice. |
The covariance matrix estimated empirically.
data("nematodes")
emp_cov(nematodes)