CompRandFld: Composite-Likelihood Based Analysis of Random Fields

A set of procedures for the analysis of Random Fields using likelihood and non-standard likelihood methods is provided. Spatial analysis often involves dealing with large dataset. Therefore even simple studies may be too computationally demanding. Composite likelihood inference is emerging as a useful tool for mitigating such computational problems. This methodology shows satisfactory results when compared with other techniques such as the tapering method. Moreover, composite likelihood (and related quantities) have some useful properties similar to those of the standard likelihood.

AuthorSimone Padoan[aut, cre] <simone.padoan@unibocconi.it>, Moreno Bevilacqua[aut] <moreno.bevilacqua@uv.cl>
Date of publication2015-02-01 19:46:28
MaintainerSimone Padoan <simone.padoan@unibocconi.it>
LicenseGPL (>= 2)
Version1.0.3-4
http://faculty.unibocconi.it/simonepadoan

View on CRAN

Man pages

CheckCorrModel: Checking Correlation Model

CheckInput: Checking Input

CheckLikelihood: Checking Composite-likelihood Type

CheckModel: Checking Random Field type

CheckType: Checking Likelihood Objects

CheckVarType: Checking Variance Estimates Type

CompLikelihood: Optimizes the Composite log-likelihood

CorrelationParam: Lists the Parameters of a Correlation Model

Covariogram: Computes covariance, variogram and extremal coefficient...

Covmatrix: Spatio-temporal (tapered) Covariance Matrix

Dist2Dist: Switches from an EV to Another EV Distribution

EVariogram: Empirical Variogram(variants) of Gaussian, Binary and...

FitComposite: Max-Likelihood-Based Fitting of Gaussian, Binary and...

FitGev: Max-likelihood Fitting of the GEV Distribution

GevLogLik: Log-Likelihood of the GEV Distribution

HypoTest: Statistical Hypothesis Tests for Nested Models

InitParam: Initializes the Parameters for Estimation Procedures

Irishcoords: Weather Stations of the Irish Daily Wind Speeds

Irishwinds: Irish Daily Wind Speeds

Kri: Spatial and spatio temporal simple and ordinary (tapered)...

Likelihood: Optimizes the Log Likelihood

MomEst: Estimation of the GEV parameters by the Method of Moments

NuisanceParam: Lists the Nuisance Parameters of a Random Field

RFsim: Simulation of Gaussian, Binary and Max-stable Random Fields

USarain: Annual Maximum Rainfalls in U.S.

UScoord: Gauging Stations of the Annual Maximum Rainfalls in U.S.

WLeastSquare: WLS of Gaussian and Max-Stable Random Fields

WlsInit: Computes Starting Values based on Weighted Least Squares

Files in this package

CompRandFld
CompRandFld/inst
CompRandFld/inst/CITATION
CompRandFld/inst/doc
CompRandFld/inst/doc/CompRandFld-manual.pdf
CompRandFld/src
CompRandFld/src/CorrelationFunction.c
CompRandFld/src/header.h
CompRandFld/src/Gradient.c
CompRandFld/src/CompositeLikelihood.c
CompRandFld/src/mvndstpack.f
CompRandFld/src/Godambe.c
CompRandFld/src/Utility.c
CompRandFld/src/weightedleastsquare.c
CompRandFld/src/Distributions.c
CompRandFld/NAMESPACE
CompRandFld/data
CompRandFld/data/usrain.rda
CompRandFld/data/irishwinds.rda
CompRandFld/R
CompRandFld/R/Covmatrix.r
CompRandFld/R/Utility.r
CompRandFld/R/Simulation.r
CompRandFld/R/Likelihood.r
CompRandFld/R/Distributions.r
CompRandFld/R/Covariogram.r
CompRandFld/R/WeightedLeastSquare.r
CompRandFld/R/Kriging.r
CompRandFld/R/Fitting.r
CompRandFld/R/EmpiricalEstimators.r
CompRandFld/R/CompositeLikelihood.r
CompRandFld/R/Statistics.r
CompRandFld/MD5
CompRandFld/DESCRIPTION
CompRandFld/man
CompRandFld/man/InitParam.Rd CompRandFld/man/CheckCorrModel.Rd CompRandFld/man/Kri.Rd CompRandFld/man/NuisanceParam.Rd CompRandFld/man/Irishwinds.Rd CompRandFld/man/HypoTest.Rd CompRandFld/man/Dist2Dist.Rd CompRandFld/man/WlsInit.Rd CompRandFld/man/CheckInput.Rd CompRandFld/man/Covmatrix.Rd CompRandFld/man/MomEst.Rd CompRandFld/man/Irishcoords.Rd CompRandFld/man/FitGev.Rd CompRandFld/man/CheckModel.Rd CompRandFld/man/Likelihood.Rd CompRandFld/man/USarain.Rd CompRandFld/man/GevLogLik.Rd CompRandFld/man/CheckType.Rd CompRandFld/man/CheckVarType.Rd CompRandFld/man/RFsim.Rd CompRandFld/man/Covariogram.Rd CompRandFld/man/CheckLikelihood.Rd CompRandFld/man/CorrelationParam.Rd CompRandFld/man/WLeastSquare.Rd CompRandFld/man/UScoord.Rd CompRandFld/man/CompLikelihood.Rd CompRandFld/man/EVariogram.Rd CompRandFld/man/FitComposite.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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