Description Usage Arguments Author(s) See Also
Subroutine called by FitComposite. The procedure estimates the model parameters by maximization of the log-likelihood.
1 2 3 4 | 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)
|
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 |
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 |
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
( |
varest |
Logical; if |
taper |
String; the name of the taper correlation function. |
type |
String; the type of the likelihood objects. If |
upper |
A numeric vector with the upper bounds of the parameters' ranges. |
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.
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