CompLik: Optimizes the Composite Log-likelihood

In GeoModels: Procedures for Gaussian and Non Gaussian Geostatistical (Large) Data Analysis

Optimizes the Composite Log-likelihood

Description

Subroutine called by GeoFit. The procedure estimates the model parameters by maximization of the composite log-likelihood.

Usage

CompLik(copula, bivariate, coordx, coordy, coordz, coordt, 
        coordx_dyn, corrmodel, data, distance, flagcorr, 
        flagnuis, fixed, GPU, grid, likelihood, local, lower, 
        model, n, namescorr, namesnuis, namesparam,
        numparam, numparamcorr, optimizer, 
        onlyvar, parallel, param,
        spacetime, type, upper, varest,
        weigthed, ns, X, sensitivity, MM, aniso)

Arguments

copula	String; the type of copula. It can be "Clayton" or "Gaussian".
bivariate	Logical; if TRUE then the data come from a bivariate random field, otherwise from a univariate random field.
coordx	A numeric d \times 2 or d \times 3 matrix. Coordinates on a sphere for a fixed radius radius are passed in lon/lat format expressed in decimal degrees.
coordy	A numeric vector giving one dimension of spatial coordinates; optional, default is NULL.
coordz	A numeric vector giving one dimension of spatial coordinates; optional, default is NULL.
coordt	A numeric vector giving one dimension of temporal coordinates; optional, default is NULL (in which case a spatial random field is assumed).
coordx_dyn	A list of m numeric d_t \times 2 matrices containing dynamic (in time) spatial coordinates; optional, default is NULL.
corrmodel	Numeric; the ID of the correlation model.
data	A numeric vector, or a n \times d matrix, or a d \times d \times n array of observations.
distance	String; the name of the spatial distance. Default is "Eucl" (Euclidean distance). See Details.
flagcorr	Numeric vector of binary values indicating which parameters of the correlation function will be estimated.
flagnuis	Numeric vector of binary values indicating which nuisance parameters will be estimated.
fixed	Numeric vector of parameters considered as known values.
GPU	Numeric; if NULL (default), no GPU computation is performed.
grid	Logical; if FALSE (default), data are interpreted as vector or n \times d matrix; if TRUE, then a d \times d \times n array is considered.
likelihood	String; configuration of the composite likelihood (see GeoFit).
local	Numeric; number of local work-items of the GPU.
lower	Named list; optional lower bounds for parameters when using optimizers L-BFGS-B, nlminb, or optimize. Names must match those in the start list.
model	Numeric; ID of the density associated with the likelihood objects.
n	Numeric; number of trials in binomial random fields.
namescorr	Character vector; names of the correlation parameters.
namesnuis	Character vector; names of the nuisance parameters.
namesparam	Character vector; names of the parameters to be maximized.
numparam	Numeric; number of parameters to be maximized.
numparamcorr	Numeric; number of correlation parameters.
optimizer	String; optimization algorithm (see optim). Default is "Nelder-Mead". Other options: "nlm", "BFGS", "L-BFGS-B", "nlminb". For "L-BFGS-B" and "nlminb" bounds can be provided. For 1D optimization, optimize is used.
onlyvar	Logical; if TRUE (and varest is TRUE), only the variance-covariance matrix is computed without optimizing. Default is FALSE.
parallel	Logical; if TRUE, optimization uses optimParallel with maximum cores, when optimizer is "L-BFGS-B". Default is FALSE.
param	Numeric vector of parameter values.
spacetime	Logical; if TRUE, the random field is spatio-temporal, otherwise spatial.
type	String; type of likelihood object. Default is "Pairwise" (marginal composite likelihood formed by pairwise marginal likelihoods).
upper	Named list; optional upper bounds for parameters when using optimizers L-BFGS-B, nlminb, or optimize. Names must match those in the start list.
varest	Logical; if TRUE, variance estimates and standard errors are returned. Default is FALSE.
weigthed	Logical; if TRUE, decreasing weights from a compactly supported correlation function with compact support maxdist (maxtime) are used.
ns	Numeric; number of (dynamic) temporal instants.
X	Numeric; matrix of space-time covariates in the linear mean specification.
sensitivity	Logical; if TRUE, the sensitivity matrix is computed.
MM	Numeric; a non-constant fixed mean.
aniso	Logical; whether anisotropy should be considered.

Details

Subroutine called by GeoFit. The procedure estimates model parameters by maximization of the composite log-likelihood.

Value

Returns a list from an optim call.

Author(s)

Moreno Bevilacqua, [e-mail], https://sites.google.com/view/moreno-bevilacqua/home,
Víctor Morales Oñate, [e-mail], https://sites.google.com/site/moralesonatevictor/,
Christian Caamaño-Carrillo, [e-mail], https://www.researchgate.net/profile/Christian-Caamano

See Also

GeoFit

GeoModels documentation built on June 25, 2025, 5:10 p.m.