WlsInit: Computes Starting Values based on Weighted Least Squares

Description Usage Arguments Author(s) See Also

View source: R/WeightedLeastSquare.r

Description

Subroutine called by FitComposite. The function returns opportune starting values for the composite-likelihood fitting procedure based on weigthed least squares.

Usage

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WlsInit(coordx, coordy, coordt, corrmodel, data, distance, fcall, fixed,
        grid, likelihood, margins, maxdist, maxtime, model, numblock,
        param, parscale, paramrange, replicates, start, taper, tapsep,
        threshold, type, varest, vartype, weighted, winconst, winstp)

Arguments

coordx

A numeric (d x 2)-matrix (where d is the number of points) assigning 2-dimensions of coordinates or a numeric vector assigning 1-dimension of coordinates.

coordy

A numeric vector assigning 1-dimension of coordinates; coordy is interpreted only if coordx is a numeric vector otherwise it will be ignored.

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 Eucl, the euclidean distance. See the Section Details.

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 FALSE (the default) the data are interpreted as a vector or a (n x d)-matrix, instead if TRUE then (d x d x n)-matrix is considered.

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 NULL.

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 FALSE (the default) one spatial random field is considered, instead if TRUE the data are considered as iid replicates of a field.

start

A numeric vector with starting values.

taper

String; the name of the type of covariance matrix. It can be Standard (the default value) or Tapering for taperd covariance matrix.

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 TRUE the estimates' variances and standard errors are returned. FALSE is the default.

vartype

String; the type of estimation method for computing the estimate variances, see the Section Details.

weighted

Logical; if TRUE the likelihood objects are weighted, see FitComposite.

winconst

Numeric; a positive real value indicating the window size used from the sub-sampling method for the estimation of the parameters variances.

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winstp

Numeric; a value in (0,1] for defining the window step. See FitComposite.

Author(s)

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.

See Also

FitComposite, WLeastSquare.


CompRandFld documentation built on Jan. 10, 2020, 9:08 a.m.