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 maximisation 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 froma a bivariate random field. Otherwise from a univariate random field.
coordx	A numeric (d \times 2)-matrix 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 1-dimension of spatial coordinates; Optional argument, the default is NULL.
coordz	A numeric vector giving 1-dimension of spatial coordinates; Optional argument, the default is NULL.
coordt	A numeric vector assigning 1-dimension of temporal coordinates. Optional argument, the default is NULL then a spatial random field is expected.
coordx_dyn	A list of m numeric (d_t \times 2)-matrices containing dynamical (in time) spatial coordinates. Optional argument, the default is NULL
corrmodel	Numeric; the id of the correlation model.
data	A numeric vector or a (n \times d)-matrix or (d \times d \times n)-matrix of observations.
distance	String; the name of the spatial distance. The default is Eucl, the euclidean distance. See the Section Details.
flagcorr	A numeric vector of binary values denoting which paramerters of the correlation function will be estimated.
flagnuis	A numeric vector of binary values denoting which nuisance paramerters will be estimated.
fixed	A numeric vector of parameters that will be considered as known values.
GPU	Numeric; if NULL (the default) no GPU computation is performed.
grid	Logical; if FALSE (the default) the data are interpreted as a vector or a (n \times d)-matrix, instead if TRUE then (d \times d \times n)-matrix is considered.
likelihood	String; the configuration of the compositelikelihood, see GeoFit.
local	Numeric; number of local work-items of the GPU
lower	An optional named list giving the values for the lower bound of the space parameter when the optimizer is L-BFGS-B or nlminb or optimize. The names of the list must be the same of the names in the start list.
model	Numeric; the id value of the density associated to the likelihood objects.
n	Numeric; number of trials in a binomial random fields.
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.
numparam	Numeric; the number of parameters to be maximised.
numparamcorr	Numeric; the number of correlation parameters.
optimizer	String; the optimization algorithm (see optim for details). Nelder-Mead is the default. Other possible choices are nlm, BFGS L-BFGS-B and nlminb. In these last two cases upper and lower bounds can be passed by the user. In the case of one-dimensional optimization, the function optimize is used.
onlyvar	Logical; if TRUE (and varest is TRUE) only the variance covariance matrix is computed without optimizing. FALSE is the default.
parallel	Logical; if TRUE optmization is performed using optimParallel using the maximum number of cores, when optimizer is L-BFGS-B.FALSE is the default.
param	A numeric vector of parameters' values.
spacetime	Logical; if TRUE the random field is spatial-temporal otherwise is a spatial field.
type	String; the type of the likelihood objects. If Pairwise (the default) then the marginal composite likelihood is formed by pairwise marginal likelihoods.
upper	An optional named list giving the values for the upper bound of the space parameter when the optimizer is or L-BFGS-B or nlminb or optimize. The names of the list must be the same of the names in the start list.
varest	Logical; if TRUE the estimate' variances and standard errors are returned. FALSE is the default.
weigthed	Logical; if TRUE then decreasing weigths coming from a compactly supported correlation function with compact support maxdist (maxtime)are used.
ns	Numeric; Number of (dynamical) temporal instants.
X	Numeric; Matrix of space-time covariates in the linear mean specification.
sensitivity	Logical; if TRUE then the sensitivy matrix is computed
MM	Numeric;a non constant fixed mean
aniso	Logical; should anisotropy be considered?

Details

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

Value

Return 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 April 13, 2025, 5:09 p.m.