GeoVarestbootstrap function

Update a GeoFit object using parametric bootstrap for std error estimation

The procedure update a GeoFit object computing stderr estimation, confidence intervals and p-values using parametric bootstrap. UTF-8

GeoVarestbootstrap(fit,K=100,sparse=FALSE, GPU=NULL,local=c(1,1),
  optimizer=NULL, lower=NULL, upper=NULL, 
  method="cholesky",alpha=0.95, L=1000,parallel=FALSE,ncores=NULL)

Arguments

• fit: A fitted object obtained from the GeoFit.
• K: The number of simulations in the parametric bootstrap.
• sparse: Logical; if TRUE then cholesky decomposition is performed using sparse matrices algorithms (spam packake).
• GPU: Numeric; if NULL (the default) no OpenCL computation is performed. The user can choose the device to be used. Use DeviceInfo() function to see available devices, only double precision devices are allowed
• local: Numeric; number of local work-items of the OpenCL setup
• optimizer: The type of optimization algorithm (see GeoFit for details). If NULL then the optimization algorithm of the object fit is chosen.
• 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.
• upper: An optional named list giving the values for the upper bound of the space parameter when the optimizer is L-BFGS-B or nlminb or optimize.
• method: String; The method of simulation. Default is cholesky. For large data set three options are TB or CE (see the GeoSimapprox) function.
• alpha: Numeric; The level of the confidence interval.
• L: Numeric; the number of lines in the turning band method.
• parallel: Logical; if TRUE then the estimation step is parallelized
• ncores: Numeric; number of cores involved in parallelization.

Details

The function update a GeoFit object estimating stderr estimation and confidence interval using parametric bootstrap.

Returns

Returns an (updated) object of class GeoFit.

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

Examples

library(GeoModels)

################################################################
###
### Example 1. Test on the parameter
### of a regression model using conditional composite likelihood
###
###############################################################
set.seed(342)
model="Gaussian" 
# Define the spatial-coordinates of the points:
NN=3500
x = runif(NN, 0, 1)
y = runif(NN, 0, 1)
coords = cbind(x,y)
# Parameters
mean=1; mean1=-1.25;  # regression parameters
 sill=1 # variance

# matrix covariates
X=cbind(rep(1,nrow(coords)),runif(nrow(coords)))

# model correlation 
corrmodel="Matern"
smooth=0.5;scale=0.1; nugget=0;

# simulation
param=list(smooth=smooth,mean=mean,mean1=mean1,
              sill=sill,scale=scale,nugget=nugget)
data = GeoSim(coordx=coords, corrmodel=corrmodel,
                model=model, param=param,X=X)$data

I=Inf

fixed=list(nugget=nugget,smooth=smooth)
start=list(mean=mean,mean1=mean1,scale=scale,sill=sill)

lower=list(mean=-I,mean1=-I,scale=0,sill=0)
upper=list(mean=I,mean1=I,scale=I,sill=I)
# Maximum pairwise composite-likelihood fitting of the RF:
fit = GeoFit(data=data,coordx=coords,corrmodel=corrmodel, model=model,
              likelihood="Conditional",type="Pairwise",sensitivity=TRUE,
                   lower=lower,upper=upper,neighb=3,
                   optimizer="nlminb",X=X,
                    start=start,fixed=fixed)

unlist(fit$param)

#fit_update=GeoVarestbootstrap(fit,K=100,parallel=TRUE)
#fit_update$stderr
#fit_update$conf.int
#fit_update$pvalues