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# Copyright (C) 2017 Markus Baaske. All Rights Reserved.
# This code is published under the L-GPL.
#
# File: test_reml.R
# Date: 22/01/2019
# Author: Markus Baaske
#
# Testing REML estimation
library(qle)
data(normal)
# show default reml optimization controls (see also package nloptr)
attr(qsd,"opts")
# first covariance model
covT <- qsd$covT[1]
# sampled parameters
X <- as.matrix(qsd$qldata[1:2])
# 1st statistic
T <- qsd$qldata[c("mean.T1")]
# reml estimation
fit <- fitCov(covT,X,T,verbose=TRUE)[[1]]
# reml value at fitted parameters
p <- attr(fit,"optres")$solution
(valp <- reml(covT,p,T,X))
(obj <- attr(fit,"optres")$objective)
stopifnot(valp == obj)
# get reml function value for the first covariance model
# at other parameters, e.g.,
p <- c(0.001,1.8,1e-5)
reml(qsd$covT[1],p,qsd$qldata[c("mean.T1")],X)
# and same for second covariance model
reml(qsd$covT[2],p,qsd$qldata[c("mean.T2")],X)
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