CloudCeiling {ARCensReg} | R Documentation |
The cloud ceiling heights, collected by the National Center for Atmospheric Research (NCAR), were observed hourly in San Francisco during the month of March 1989, consisting of n=716 observations (Park et al., 2007).
data(CloudCeiling)
This data frame contains the following columns:
y
logarithm of the cloud ceiling heights.
cc
right censoring indicator (1 if the observation is right censored and 0 otherwise).
Park, J. W., Genton, M. G. & Ghosh, S. K. (2007). Censored time series analysis with autoregressive moving average models. Journal of Computational and Graphical Statistics, 18(4), 797-817.
## Not run:
data(CloudCeiling)
plot.ts(CloudCeiling$y)
#Proportion of censoring
prop.table(table(CloudCeiling$cc))
#A censored regression model
##this may take a long time due to the number of censored observations.
##For other examples see help(ARCensReg).
x = as.matrix(rep(1,length(CloudCeiling$y)))
miss = which(is.na(CloudCeiling$y))
AR_reg = ARCensReg(CloudCeiling$cc,CloudCeiling$y,x,cens='right',miss=miss,p=1,tol=.001)
## End(Not run)