shape.matern {PrevMap} | R Documentation |
Profile likelihood for the shape parameter of the Matern covariance function
Description
This function plots the profile likelihood for the shape parameter of the Matern covariance function used in the linear Gaussian model. It also computes confidence intervals of coverage coverage
by interpolating the profile likelihood with a spline and using the asymptotic distribution of a chi-squared with one degree of freedom.
Usage
shape.matern(
formula,
coords,
data,
set.kappa,
fixed.rel.nugget = NULL,
start.par,
coverage = NULL,
plot.profile = TRUE,
messages = TRUE
)
Arguments
formula |
an object of class |
coords |
an object of class |
data |
a data frame containing the variables in the model. |
set.kappa |
a vector indicating the set values for evluation of the profile likelihood. |
fixed.rel.nugget |
a value for the relative variance |
start.par |
starting values for the scale parameter |
coverage |
a value between 0 and 1 indicating the coverage of the confidence interval based on the interpolated profile liklelihood for the shape parameter. Default is |
plot.profile |
logical; if |
messages |
logical; if |
Value
The function returns an object of class 'shape.matern' that is a list with the following components
set.kappa
set of values of the shape parameter used to evaluate the profile-likelihood.
val.kappa
values of the profile likelihood.
If a value for coverage
is specified, the list also contains lower
, upper
and kappa.hat
that correspond to the lower and upper limits of the confidence interval, and the maximum likelihood estimate for the shape parameter, respectively.
Author(s)
Emanuele Giorgi e.giorgi@lancaster.ac.uk
Peter J. Diggle p.diggle@lancaster.ac.uk