Description Usage Arguments Author(s) See Also
View source: R/CompositeLikelihood.r
Subroutine called by FitComposite. The procedure estimates the model parameters by maximisation of the composite log-likelihood.
1 2 3 4 5 6 | CompLikelihood(coordx, coordy, corrmodel, data, distance,
flagcorr, flagnuis, fixed, grid, likelihood,
lower, model, namescorr, namesnuis, namesparam,
numparam, numparamcorr, optimizer, param,
spacetime, threshold, type, upper, varest,
vartype, winconst, winstp)
|
coordx |
A numeric (d x 2)-matrix (where
|
coordy |
A numeric vector assigning 1-dimension of
coordinates; |
corrmodel |
Numeric; the id of the correlation model. |
data |
A numeric vector or a (n x d)-matrix or (d x d x n)-matrix of observations. |
distance |
String; the name of the spatial distance. The default is |
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. |
grid |
Logical; if |
likelihood |
String; the configuration of the
compositelikelihood, see |
lower |
A numeric vector with the lower bounds of the parameters' ranges. |
model |
Numeric; the id value of the density associated to the likelihood objects. |
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 |
param |
A numeric vector of parameters' values. |
spacetime |
Logical; if |
threshold |
Numeric; a value indicating a threshold for the
binary random field, see |
type |
String; the type of the likelihood objects. If |
upper |
A numeric vector with the upper bounds of the parameters' ranges. |
varest |
Logical; if |
vartype |
String; the type of estimation method for computing
the estimate variances, see |
winconst |
Numeric; a positive value – if
|
winstp |
Numeric; a positive value – if
|
Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.
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