CompLikelihood {CompRandFld}R Documentation

Optimizes the Composite log-likelihood

Description

Subroutine called by FitComposite. The procedure estimates the model parameters by maximisation of the composite log-likelihood.

Usage

CompLikelihood(coordx, coordy, corrmodel, data, distance, 
               flagcorr, flagnuis, fixed, grid, likelihood, 
               lower, model, namescorr, namesnuis, namesparam,
               numparam, numparamcorr, optimizer, param,
               spacetime, threshold, type, upper, varest,
               vartype, winconst, winstp)

Arguments

coordx

A numeric (d x 2)-matrix (where d is the number of points) assigning 2-dimensions of coordinates or a numeric vector assigning 1-dimension of coordinates.

coordy

A numeric vector assigning 1-dimension of coordinates; coordy is interpreted only if coordx is a numeric vector otherwise it will be ignored.

corrmodel

Numeric; the id of the correlation model.

data

A numeric vector or a (n x d)-matrix or (d x d x n)-matrix of observations.

distance

String; the name of the spatial distance. The default is Eucl, the euclidean distance. See the Section Details.

flagcorr

A numeric vector of binary values denoting which paramerters of the correlation function will be estimated.

flagnuis

A numeric vector of binary values denoting which nuisance paramerters will be estimated.

fixed

A numeric vector of parameters that will be considered as known values.

grid

Logical; if FALSE (the default) the data are interpreted as a vector or a (n x d)-matrix, instead if TRUE then (d x d x n)-matrix is considered.

likelihood

String; the configuration of the compositelikelihood, see FitComposite.

lower

A numeric vector with the lower bounds of the parameters' ranges.

model

Numeric; the id value of the density associated to the likelihood objects.

namescorr

String; the names of the correlation parameters.

namesnuis

String; the names of the nuisance parameters.

namesparam

String; the names of the parameters to be maximised.

numparam

Numeric; the number of parameters to be maximised.

numparamcorr

Numeric; the number of correlation parameters.

optimizer

String; the optimization algorithm (see optim for details). 'Nelder-Mead' is the default.

param

A numeric vector of parameters' values.

spacetime

Logical; if TRUE the random field is spatial-temporal otherwise is a spatial field.

threshold

Numeric; a value indicating a threshold for the binary random field, see FitComposite.

type

String; the type of the likelihood objects. If Pairwise (the default) then the marginal composite likelihood is formed by pairwise marginal likelihoods.

upper

A numeric vector with the upper bounds of the parameters' ranges.

varest

Logical; if TRUE the estimate' variances and standard errors are returned. FALSE is the default.

vartype

String; the type of estimation method for computing the estimate variances, see FitComposite.

winconst

Numeric; a positive value – if vartype=SubSamp – determines the window size in the sub-sampling estimates of the variances, see FitComposite.

winstp

Numeric; a positive value – if vartype=SubSamp – determines the window step in the sub-sampling estimates of the variances, see FitComposite.

Author(s)

Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.

See Also

FitComposite


[Package CompRandFld version 1.0.3-6 Index]