make_local_lik: Constructor functions for local parameter estimation.

In convoSPAT: Convolution-Based Nonstationary Spatial Modeling

Description

This function generates another function to be used within optim to obtain maximum likelihood estimates of covariance (and possibly mean) parameters. The function includes options for (1) maximum likelihood ("ml") vs. restricted maximum likelihood ("reml"), (2) smoothness (kappa): models without smoothness vs. estimating the smoothness vs. using fixed smoothness, (3) locally isotropic vs. locally anisotropic, and (4) fixed nugget variance (tausq): fixed vs. estimated.

Usage

make_local_lik(
  locations,
  cov.model,
  data,
  Xmat,
  nugg2.var = matrix(0, nrow(locations), nrow(locations)),
  tausq = 0,
  kappa = 0.5,
  fixed = rep(FALSE, 6),
  method = "reml",
  local.aniso = TRUE,
  fix.tausq = FALSE,
  fix.kappa = FALSE
)

Arguments

locations	A matrix of locations.
cov.model	String; the covariance model.
data	A vector or matrix of data to use in the likelihood calculation.
Xmat	The design matrix for the mean model.
nugg2.var	Fixed values for the variance/covariance of the second nugget term; defaults to a matrix of zeros.
tausq	Scalar; fixed value for the nugget variance (when fix.tausq = TRUE).
kappa	Scalar; fixed value for the smoothness (when fix.kappa = TRUE).
fixed	Logical vector of FALSE values; length corresponds to the number of parameters to be estimated.
method	Indicates the estimation method, either maximum likelihood ("ml") or restricted maximum likelihood ("reml").
local.aniso	Logical; indicates if the local covariance should be anisotropic (TRUE) or isotropic (FALSE). Defaults to TRUE.
fix.tausq	Logical; indicates whether the default nugget term (tau^2) should be fixed (TRUE) or estimated (FALSE). Defaults to FALSE.
fix.kappa	Logical; indicates if the kappa parameter should be fixed (TRUE) or estimated (FALSE). Defaults to FALSE (only valid for cov.model = "matern" and cov.model = "cauchy").

Value

This function returns another function for use in optim.

Examples

## Not run: 
make_local_lik( locations, cov.model, data, Xmat )

## End(Not run)

convoSPAT documentation built on Jan. 16, 2021, 5:31 p.m.