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.

Author
Simone Padoan[aut, cre] <simone.padoan@unibocconi.it>, Moreno Bevilacqua[aut] <moreno.bevilacqua@uv.cl>
Date of publication
2015-02-01 19:46:28
Maintainer
Simone Padoan <simone.padoan@unibocconi.it>
License
GPL (>= 2)
Version
1.0.3-4
URLs

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