SPOT (version 2.11.10)

krigingLikelihood: Calculate negative log-likelihood

Description

Used to determine theta/lambda values for the Kriging model in buildKriging. Supportive function for Kriging model, not to be used directly.

Usage

krigingLikelihood(
  x,
  AX,
  Ay,
  optimizeP = FALSE,
  useLambda = TRUE,
  penval = 1e+08
)

Arguments

x

vector, containing parameters log10(theta), log10(lambda) and p.

AX

3 dimensional array, constructed by buildKriging from the sample locations

Ay

vector of observations at sample locations

optimizeP

boolean, whether to optimize parameter p (exponents) or fix at two.

useLambda

boolean, whether to use nugget

penval

a penalty value which affects the value returned for invalid correlation matrices / configurations

Value

list with elements NegLnLike concentrated log-likelihood *-1 for minimising Psi correlation matrix Psinv inverse of correlation matrix (to save computation time during prediction) mu ssq

See Also

buildKriging