Likelihood {CompRandFld}R Documentation

Optimizes the Log Likelihood

Description

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

Usage

Likelihood(corrmodel, data, fixed, flagcor, flagnuis, grid, lower,
           model, namescorr, namesnuis, namesparam, numcoord, numpairs,
           numparamcor, numrep, numtime, optimizer, param, setup,
           spacetime, varest, taper, type, upper)

Arguments

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.

flagcor

A numeric vector of flags denoting which correlation parameters have to be estimated.

flagnuis

A numeric verctor of flags denoting which nuisance parameters have to 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.

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.

numcoord

Numeric; the number of coordinates.

numpairs

Numeric; the number of pairs.

numparamcor

Numeric; the number of the correlation parameters.

numrep

Numeric; the number of iid replications.

numtime

Numeric; the number of temporal observations.

optimizer

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

param

A numeric vector of parameters.

setup

A List of useful components for the estimation based on the maximum tapered likelihood.

spacetime

Logical; if the random field is spatial (FALSE) or spatio-temporal (TRUE).

varest

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

taper

String; the name of the taper correlation function.

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.

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]