ic.kppm | R Documentation |
Information criteria for selecting the intensity function model of a Poisson, cluster or Cox point process.
ic(object)
## S3 method for class 'ppm'
ic(object)
## S3 method for class 'kppm'
ic(object)
object |
Fitted point process model
(object of class |
This function returns information criteria for selecting the intensity function model of a Poisson, Cox or cluster point process fitted by first order composite likelihood (i.e. using the Poisson likelihood function).
Degrees of freedom df
for the information criteria are given by
the trace of S^{-1} \Sigma
where S
is the sensitivity matrix
and \Sigma
is the variance matrix for the log composite
likelihood score function. In case of a Poisson process, df
is
the number of parameters in the model for the intensity function.
The composite Bayesian information criterion (cbic) is
-2\ell + \log(n) df
where \ell
is the maximal log first-order composite likelihood
(Poisson loglikelihood for the intensity function) and
n
is the observed number of points.
It reduces to the BIC criterion in case of a Poisson process.
The composite information criterion (cic) is
-2\ell + 2 df
and reduces to the AIC in case of a Poisson process.
NOTE: the information criteria are for selecting the intensity function model (a set of covariates) within a given model class. They cannot be used to choose among different types of cluster or Cox point process models (e.g. can not be used to choose between Thomas and LGCP models).
A list with entries loglike
, cbic
, cic
and
df
.
Here loglike
is the fitted log first-order composite likelihood,
cbic
is composite Bayesian information criterion,
cic
is is the composite likelihood criterion and
df
is the adjusted degrees of freedom for the
fitted intensity function model.
Achmad Choiruddin, Jean-Francois Coeurjolly and Rasmus Waagepetersen.
Choiruddin, A., Coeurjolly, J.F. and Waagepetersen, R. (2020) Information criteria for inhomogeneous spatial point processes. Australian and New Zealand Journal of Statistics. To appear.
kppm
if(interactive()) {
# model with one covariate
fit1 <- kppm(bei~elev,data=bei.extra)
ic1 <- ic(fit1)
# model with two covariates
fit2 <- kppm(bei~elev+grad,data=bei.extra)
ic2 <- ic(fit2)
# smallest cbic for fit1 but smallest cic for fit2
}
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