BGWM.covar.estim {Branching} | R Documentation |
Estimation of the covariance matrices of a multi-type Bienayme - Galton - Watson process
Description
Calculates a estimation of the covariance matrices of a multi-type Bienayme - Galton - Watson process from experimental observed data that can be modeled by this kind of process.
Usage
BGWM.covar.estim(sample, method=c("EE-m","MLE-m"), d, n, z0)
Arguments
sample |
nonnegative integer matrix with |
method |
methods of estimation (EE-m with empirical estimation of the mean matrix, MLE-m with maximum likelihood estimation of the mean matrix). |
d |
positive integer, number of types. |
n |
positive integer, nth generation. |
z0 |
nonnegative integer vector of size d, initial population by type. |
Details
This function estimates the covariance matrices of a BGWM process using two possible estimators from asymptotic results related with empirical estimator and maximum likelihood estimator of the mean matrix, they both require the so-called full sample associated with the process, ie, it is required to have the trajectory of the process with the number of individuals for every combination parent type - descendent type. For more details see Torres-Jimenez (2010) or Maaouia & Touati (2005).
Value
A list
object with:
method |
method of estimation selected. |
V |
A |
Author(s)
Camilo Jose Torres-Jimenez cjtorresj@unal.edu.co
References
Torres-Jimenez, C. J. (2010), Relative frequencies and parameter estimation in multi-type Bienayme - Galton - Watson processes, Master's Thesis, Master of Science in Statistics. Universidad Nacional de Colombia. Bogota, Colombia.
Maaouia, F. & Touati, A. (2005), 'Identification of Multitype Branching Processes', The Annals of Statistics 33(6), 2655-2694.
See Also
BGWM.mean
, BGWM.covar
, BGWM.mean.estim
, rBGWM
Examples
## Not run:
## Estimation of covariace matrices from simulated data
# Variables and parameters
d <- 3
n <- 30
N <- c(10,10,10)
LeslieMatrix <- matrix( c(0.08, 1.06, 0.07,
0.99, 0, 0,
0, 0.98, 0), 3, 3 )
# offspring distributions from the Leslie matrix
# (with independent distributions)
Dists.pois <- data.frame( name=rep( "pois", d ),
param1=LeslieMatrix[,1],
param2=NA,
stringsAsFactors=FALSE )
Dists.binom <- data.frame( name=rep( "binom", 2*d ),
param1=rep( 1, 2*d ),
param2=c(t(LeslieMatrix[,-1])),
stringsAsFactors=FALSE )
Dists.i <- rbind(Dists.pois,Dists.binom)
Dists.i <- Dists.i[c(1,4,5,2,6,7,3,8,9),]
Dists.i
# covariance matrices of the process from its offspring distributions
V <- BGWM.covar(Dists.i,"independents",d)
# generated trajectories of the process from its offspring distributions
simulated.data <- rBGWM(Dists.i, "independents", d, n, N,
TRUE, FALSE, FALSE)$o.c.s
# estimation of covariance matrices using mean matrix empiric estimate
# from generated trajectories of the process
V.EE.m <- BGWM.covar.estim( simulated.data, "EE-m", d, n, N )$V
# estimation of covariance matrices using mean matrix maximum likelihood
# estimate from generated trajectories of the process
V.MLE.m <- BGWM.covar.estim( simulated.data, "MLE-m", d, n, N )$V
# Comparison of exact and estimated covariance matrices
V
V - V.EE.m
V - V.MLE.m
## End(Not run)