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CompRandFld (version 1.0.3-5)

InitParam: Initializes the Parameters for Estimation Procedures

Description

Subroutine called by the fitting procedures. The procedure initializes the parameters for the fitting procedure.

Usage

InitParam(coordx, coordy, coordt, corrmodel, data, distance, fcall,
          fixed, grid,likelihood, margins, maxdist, maxtime, model,
          numblock, param, parscale, paramrange, replicates, start,
          taper, tapsep, threshold, type, typereal, varest, vartype,
          weighted, winconst, winstp)

Arguments

coordx

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.

coordy

A numeric vector assigning 1-dimension of coordinates; coordy is interpreted only if coordx is a numeric vector otherwise it will be ignored.

coordt

A numeric vector assigning 1-dimension of temporal coordinates.

corrmodel

String; the name of a correlation model.

data

A numeric vector or a (\(n \times d\))-matrix or (\(d \times d \times n\))-matrix of observations.

distance

String; the name of the spatial distance. The default is Eucl, the euclidean distance. See the Section Details.

fcall

String; "fitting" to call the fitting procedure and "simulation" to call the simulation procedure.

fixed

A named list giving the values of the parameters that will be considered as known values.

grid

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.

likelihood

String; the configuration of the composite likelihood.

margins

String; the type of the marginal distribution of the max-stable field.

maxdist

Numeric; an optional positive value indicating the maximum spatial distance considered in the composite-likelihood computation.

maxtime

Numeric; an optional positive value indicating the maximum temporal lag considered in the composite-likelihood computation.

model

String; the density associated to the likelihood objects. Gaussian is the default.

numblock

Numeric; the observation size of the underlying random field. Only in case of max-stable random fields and in the simulation.

param

A numeric vector of parameter values required in the simulation procedure of random fields.

parscale

A numeric vector of scaling factor to improve the maximizing procedure, see optim.

paramrange

A numeric vector of parameters ranges, see optim.

replicates

Logical; if FALSE (the default) one spatial random field is considered, instead if TRUE the data are considered as iid replicates of a field.

start

A named list with the initial values of the parameters that are used by the numerical routines in maximization procedure.

taper

String; the name of the type of covariance matrix. It can be Standard (the default value) or Tapering for taperd covariance matrix.

tapsep

Numeric; an optional value indicating the separabe parameter in the space time quasi taper (see Details).

threshold

Numeric; a value indicating a threshold for the binary random field.

type

String; the type of likelihood objects. Temporary value set to be "WLeastSquare" (weigthed least-square) in order to compute the starting values.

typereal

String; the real type of likelihood objects. See FitComposite.

varest

Logical; if TRUE the estimates' variances and standard errors are returned. FALSE is the default.

vartype

String; the type of estimation method for computing the estimate variances, see the Section Details.

weighted

Logical; if TRUE the likelihood objects are weighted, see FitComposite.

winconst

Numeric; a positive real value indicating the sub-window in the sub-sampling procedure. See FitComposite.

winstp

Numeric; a value in \((0,1]\) for defining the window step. See FitComposite.

Acknowledgements

We thank the CRAN team for having helped us in finding a bug in the code.

See Also

FitComposite