qle (version 0.18)

reml: Restricted maximum likelihood (REML)

Description

Compute the value of the REML function (without constant term) for a given covariance model and data

Usage

reml(models, pars, data, Xs, verbose = FALSE)

Arguments

models

object of class krige (list of covariance models) or class covModel (a single covariance model), see setCovModel

pars

covariance parameter vector (including global scalar nugget value)

data

data frame of simulated statistics, each column corresponds to a single covariance model in `models`

Xs

matrix of sample points

verbose

logical, if TRUE, print intermediate output

Value

List of REML function values.

Details

Given a list of covariance models the function calculates the REML function values at the covariance parameter `pars`.

Examples

# NOT RUN {
	data(normal)

 # extract the sample points (the design)
 X <- as.matrix(qsd$qldata[1:2])

 # get the observed statistic
 T <- qsd$qldata[c("mean.T1")]
 reml(qsd$covT[1],pars=c(1e-4,1.5,0.1),T,X)

# }