CompLik function

Optimizes the Composite log-likelihood

Subroutine called by GeoFit. The procedure estimates the model parameters by maximisation of the composite log-likelihood. UTF-8

CompLik(copula,bivariate, coordx, coordy,coordz ,coordt, 
coordx_dyn, corrmodel, data,distance,  flagcorr, 
flagnuis, fixed, GPU, grid,likelihood,local,lower, 
                 model, n, namescorr, namesnuis, 
                 namesparam,
               numparam, numparamcorr, optimizer, 
               onlyvar, parallel, param,
               spacetime, type,upper, varest,
               weigthed, ns, X,sensitivity,MM,aniso)

Arguments

• copula: String; the type of copula. It can be "Clayton" or "Gaussian"

• bivariate: Logical; if TRUE then the data come froma a bivariate random field. Otherwise from a univariate random field.

• coordx: A numeric ($d x 2$)-matrix or ($d x 3$)-matrix Coordinates on a sphere for a fixed radius radius

  are passed in lon/lat format expressed in decimal degrees.

• coordy: A numeric vector giving 1-dimension of spatial coordinates; Optional argument, the default is NULL.

• coordz: A numeric vector giving 1-dimension of spatial coordinates; Optional argument, the default is NULL.

• coordt: A numeric vector assigning 1-dimension of temporal coordinates. Optional argument, the default is NULL

  then a spatial random field is expected.

• coordx_dyn: A list of $m$ numeric ($d x 2$)-matrices containing dynamical (in time) spatial coordinates. Optional argument, the default is NULL

• 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 Eucl, the euclidean distance. See the Section Details .

• 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.

• GPU: Numeric; if NULL (the default) no GPU computation is performed.

• grid: Logical; if FALSE (the default) the data are interpreted as a vector or a ($n x d$)-matrix, instead if TRUE then ($d x d x n$)-matrix is considered.

• likelihood: String; the configuration of the compositelikelihood, see GeoFit.

• local: Numeric; number of local work-items of the GPU

• lower: An optional named list giving the values for the lower bound of the space parameter when the optimizer is L-BFGS-B or nlminb or optimize. The names of the list must be the same of the names in the start list.

• model: Numeric; the id value of the density associated to the likelihood objects.

• n: Numeric; number of trials in a binomial random fields.

• 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 optim for details). Nelder-Mead is the default. Other possible choices are nlm, BFGS L-BFGS-B and nlminb. In these last two cases upper and lower bounds can be passed by the user. In the case of one-dimensional optimization, the function optimize is used.

• onlyvar: Logical; if TRUE (and varest is TRUE) only the variance covariance matrix is computed without optimizing. FALSE is the default.

• parallel: Logical; if TRUE optmization is performed using optimParallel using the maximum number of cores, when optimizer is L-BFGS-B.FALSE is the default.

• param: A numeric vector of parameters' values.

• spacetime: Logical; if TRUE the random field is spatial-temporal otherwise is a spatial field.

• type: String; the type of the likelihood objects. If Pairwise (the default) then the marginal composite likelihood is formed by pairwise marginal likelihoods.

• upper: An optional named list giving the values for the upper bound of the space parameter when the optimizer is or L-BFGS-B or nlminb or optimize. The names of the list must be the same of the names in the start list.

• varest: Logical; if TRUE the estimate' variances and standard errors are returned. FALSE is the default.

• weigthed: Logical; if TRUE then decreasing weigths coming from a compactly supported correlation function with compact support maxdist (maxtime)are used.

• ns: Numeric; Number of (dynamical) temporal instants.

• X: Numeric; Matrix of space-time covariates in the linear mean specification.

• sensitivity: Logical; if TRUE then the sensitivy matrix is computed

• MM: Numeric;a non constant fixed mean

• aniso: Logical; should anisotropy be considered?

Returns

Return a list from an optim call.

Details

Subroutine called by GeoFit. The procedure estimates the model parameters by maximisation of the composite log-likelihood

See Also

GeoFit

Author(s)

Moreno Bevilacqua, moreno.bevilacqua89@gmail.com ,https://sites.google.com/view/moreno-bevilacqua/home, Víctor Morales Oñate, victor.morales@uv.cl , https://sites.google.com/site/moralesonatevictor/, Christian", Caamaño-Carrillo, chcaaman@ubiobio.cl ,https://www.researchgate.net/profile/Christian-Caamano