GeoVarestbootstrap: Update a 'GeoFit' object using parametric bootstrap for std...

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

Update a GeoFit object using parametric bootstrap for std error estimation

Description

The procedure update a GeoFit object computing stderr estimation, confidence intervals and p-values using parametric bootstrap.

Usage

GeoVarestbootstrap(fit,K=100,sparse=FALSE, 
  optimizer=NULL, lower=NULL, upper=NULL, 
  method="cholesky",alpha=0.95, L=1000,parallel=TRUE,ncores=NULL,progress=TRUE)

Arguments

fit	A fitted object obtained from the GeoFit.
K	The number of simulations in the parametric bootstrap.
sparse	Logical; if TRUE then cholesky decomposition is performed using sparse matrices algorithms (spam packake).
optimizer	The type of optimization algorithm (see GeoFit for details). If NULL then the optimization algorithm of the object fit is chosen.
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.
upper	An optional named list giving the values for the upper bound of the space parameter when the optimizer is L-BFGS-B or nlminb or optimize.
method	String; The method of simulation. Default is cholesky. For large data set three options are TB or CE (see the GeoSimapprox) function.
alpha	Numeric; The level of the confidence interval.
L	Numeric; the number of lines in the turning band method.
parallel	Logical; if TRUE then the estimation step is parallelized
ncores	Numeric; number of cores involved in parallelization.
progress	Logic; If TRUE then a progress bar is shown.

Details

The function update a GeoFit object estimating stderr estimation and confidence interval using parametric bootstrap.

Value

Returns an (updated) object of class GeoFit.

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.

Examples

library(GeoModels)

################################################################
###
### Example 1. Test on the parameter
### of a regression model using conditional composite likelihood
###
###############################################################
set.seed(342)
model="Gaussian" 
# Define the spatial-coordinates of the points:
NN=3500
x = runif(NN, 0, 1)
y = runif(NN, 0, 1)
coords = cbind(x,y)
# Parameters
mean=1; mean1=-1.25;  # regression parameters
 sill=1 # variance

# matrix covariates
X=cbind(rep(1,nrow(coords)),runif(nrow(coords)))

# model correlation 
corrmodel="Matern"
smooth=0.5;scale=0.1; nugget=0;

# simulation
param=list(smooth=smooth,mean=mean,mean1=mean1,
              sill=sill,scale=scale,nugget=nugget)
data = GeoSim(coordx=coords, corrmodel=corrmodel,
                model=model, param=param,X=X)$data

I=Inf

fixed=list(nugget=nugget,smooth=smooth)
start=list(mean=mean,mean1=mean1,scale=scale,sill=sill)

lower=list(mean=-I,mean1=-I,scale=0,sill=0)
upper=list(mean=I,mean1=I,scale=I,sill=I)
# Maximum pairwise composite-likelihood fitting of the RF:
fit = GeoFit(data=data,coordx=coords,corrmodel=corrmodel, model=model,
              likelihood="Conditional",type="Pairwise",sensitivity=TRUE,
                   lower=lower,upper=upper,neighb=3,
                   optimizer="nlminb",X=X,
                    start=start,fixed=fixed)

unlist(fit$param)


#fit_update=GeoVarestbootstrap(fit,K=100,parallel=TRUE)
#fit_update$stderr
#fit_update$conf.int
#fit_update$pvalues

GeoModels documentation built on Sept. 1, 2025, 1:09 a.m.