logLikelihoodFun.Kriging {rlibkriging} | R Documentation |
Compute Log-Likelihood of Kriging Model
Description
Compute Log-Likelihood of Kriging Model
Usage
## S3 method for class 'Kriging'
logLikelihoodFun(object, theta, grad = FALSE, hess = FALSE, bench = FALSE, ...)
Arguments
object |
An S3 Kriging object. |
theta |
A numeric vector of (positive) range parameters at which the log-likelihood will be evaluated. |
grad |
Logical. Should the function return the gradient? |
hess |
Logical. Should the function return Hessian? |
bench |
Logical. Should the function display benchmarking output? |
... |
Not used. |
Value
The log-Likelihood computed for given
\boldsymbol{theta}
.
Author(s)
Yann Richet yann.richet@irsn.fr
Examples
f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X)
k <- Kriging(y, X, kernel = "matern3_2")
print(k)
ll <- function(theta) logLikelihoodFun(k, theta)$logLikelihood
t <- seq(from = 0.001, to = 2, length.out = 101)
plot(t, ll(t), type = 'l')
abline(v = k$theta(), col = "blue")
[Package rlibkriging version 0.8-0.1 Index]