Description Usage Arguments Details Value Author(s) See Also Examples
Aggregate and construct the data for quasi-likelihood estimation
1 2 3 |
qldata |
data frame of (initial) simulation results (see |
lb |
numeric vector of lower bounds defining the (hyper)box |
ub |
numeric vector of upper bounds defining the (hyper)box |
obs |
numeric vector of observed statistics |
mods |
list of (fitted) covariance models (see |
nfit |
number of cycles, |
cv.fit |
logical, |
var.type |
name of the variance approximation method (see |
criterion |
global criterion function for sampling and minimization, either " |
verbose |
logical, |
The function aggregates all required information for quasi-likelihood estimation and defines the input object to the
function qle
, stores the fitted covariance models of the sample means of the statistics and the type of variance
matrix approximation. For an advanced setup of the estimation procedure and more involved statistical models this function
explicitly offers the data structure to construct individual covariance models for each statistic, see setCovModel
.
The kriging procedure includes the computation of prediction variances based on kriging.
An object of class QLmodel
which stores the data frame of simulation results, bounds on
the parameter space, covariance models for kriging, vector of observed statistics as well as options for
kriging and covariance parameter estimation.
M. Baaske
1 2 3 4 5 6 7 8 9 10 | data(normal)
# As an example we re-use the stored normal data and fit
# a generalized covariance model to the data using simulation
# variances as local variances for REML estimation.
mods <- fitSIRFk(qsd$qldata, verbose=TRUE)
# construct QL approximation model
qsd <- QLmodel(qsd$qldata,qsd$lower,qsd$upper,
c("T1"=2,"T2"=1),mods)
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