Subroutine called by FitComposite. The procedure estimates the model parameters by maximisation of the composite log-likelihood.
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)
A numeric (\(d \times 2\))-matrix (where
d
is the number of points) assigning 2-dimensions of coordinates or a numeric vector assigning
1-dimension of coordinates.
A numeric vector assigning 1-dimension of
coordinates; coordy
is interpreted only if coordx
is a numeric
vector otherwise it will be ignored.
Numeric; the id of the correlation model.
A numeric vector or a (\(n \times d\))-matrix or (\(d \times d \times n\))-matrix of observations.
String; the name of the spatial distance. The default is Eucl
,
the euclidean distance. See the Section Details.
A numeric vector of binary values denoting which paramerters of the correlation function will be estimated.
A numeric vector of binary values denoting which nuisance paramerters will be estimated.
A numeric vector of parameters that will be considered as known values.
Logical; if FALSE
(the default) the data
are interpreted as a vector or a (\(n \times d\))-matrix,
instead if TRUE
then (\(d \times d
\times n\))-matrix is considered.
String; the configuration of the
compositelikelihood, see FitComposite
.
A numeric vector with the lower bounds of the parameters' ranges.
Numeric; the id value of the density associated to the likelihood objects.
String; the names of the correlation parameters.
String; the names of the nuisance parameters.
String; the names of the parameters to be maximised.
Numeric; the number of parameters to be maximised.
Numeric; the number of correlation parameters.
String; the optimization algorithm
(see optim
for details). 'Nelder-Mead' is the
default.
A numeric vector of parameters' values.
Logical; if TRUE
the random field is
spatial-temporal otherwise is a spatial field.
Numeric; a value indicating a threshold for the
binary random field, see FitComposite
.
String; the type of the likelihood objects. If Pairwise
(the
default) then the marginal composite likelihood is formed by
pairwise marginal likelihoods.
A numeric vector with the upper bounds of the parameters' ranges.
Logical; if TRUE
the estimate' variances and
standard errors are returned.
FALSE
is the default.
String; the type of estimation method for computing
the estimate variances, see FitComposite
.
Numeric; a positive value -- if
vartype=SubSamp
-- determines the window size in the sub-sampling
estimates of the variances, see FitComposite
.
Numeric; a positive value -- if
vartype=SubSamp
-- determines the window step in the sub-sampling
estimates of the variances, see FitComposite
.