Description Usage Arguments Author(s) See Also
View source: R/WeightedLeastSquare.r
Subroutine called by FitComposite. The function returns opportune starting values for the composite-likelihood fitting procedure based on weigthed least squares.
1 2 3 4 |
coordx |
A numeric (d x 2)-matrix (where
|
coordy |
A numeric vector assigning 1-dimension of
coordinates; |
coordt |
A numeric vector assigning 1-dimension of temporal coordinates. |
corrmodel |
String; the name of a correlation model, for the description. |
data |
A numeric vector or a (n x d)-matrix or (d x d x n)-matrix of observations. |
distance |
String; the name of the spatial distance. The default is |
fcall |
String; "fitting" to call the fitting procedure and "simulation" to call the simulation procedure. |
fixed |
A named list giving the values of the parameters that will be considered as known values. |
grid |
Logical; if |
likelihood |
String; the configuration of the composite likelihood. |
margins |
String; the type of the marginal distribution of the max-stable field. |
maxdist |
Numeric; an optional positive value indicating the maximum spatial distance considered in the composite-likelihood computation. |
maxtime |
Numeric; an optional positive value indicating the maximum temporal separation considered in the composite-likelihood computation. |
model |
String; the name of the model. Here the default is
|
numblock |
Numeric; the observation size of the underlying random field. Only in case of max-stable random fields and in the simulation. |
param |
A numeric vector of parameter values required in the simulation procedure of random fields. |
parscale |
A numeric vector with scaling values for improving the maximisation routine. |
paramrange |
A numeric vector with the range of the parameter space. |
replicates |
Logical; if |
start |
A numeric vector with starting values. |
taper |
String; the name of the type of covariance matrix.
It can be |
tapsep |
Numeric; an optional value indicating the separabe parameter in the space time quasi taper (see Details). |
threshold |
Numeric; a value indicating a threshold for the binary random field. |
type |
String; the type of estimation method. |
varest |
Logical; if |
vartype |
String; the type of estimation method for computing the estimate variances, see the Section Details. |
weighted |
Logical; if |
winconst |
Numeric; a positive real value indicating the window size used from the sub-sampling method for the estimation of the parameters variances. |
.
winstp |
Numeric; a value in (0,1] for defining the window
step. See |
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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