The function estimates the model parameters of a 1-D continuous lag spatial Markov chain by the use of the iterated least squares and the bound-constrained Lagrangian methods. Transition rates matrix along a user defined direction and proportions of categories are computed.
tpfit_ils(data, coords, direction, max.dist = Inf, mpoints = 20,
tolerance = pi/8, q = 10, echo = FALSE, ..., tpfit)
An object of the class tpfit
is returned. The function print.tpfit
is used to print the fitted model. The object is a list with the following components:
the transition rates matrix computed for the user defined direction.
a vector containing the proportions of each observed category.
a numerical value which denotes the tolerance angle (in radians).
a categorical data vector of length \(n\).
an \(n \times d\) matrix where each row denotes the \(d\)-D coordinates of data locations.
a \(d\)-D numerical vector (or versor) which represents the chosen direction.
a numerical value which defines the maximum lag value. It's Inf
by default.
a numerical value which defines the number of lag intervals.
a numerical value for the tolerance angle (in radians). It's pi/8
by default.
a numerical value greater than one for a constant which controls the growth of the penalization term in the loss function. It is equal to 10
by default.
a logical value; if TRUE
, the function prints some information about the optimization. It is FALSE
by default.
other arguments to pass to the function nlminb
.
an object tpfit
to optimize. If missing, the algorithm starts with a null transition rates matrix.
Luca Sartore drwolf85@gmail.com
If the process is not stationary, the optimization algorithm does not converge.
A 1-D continuous-lag spatial Markov chain is probabilistic model which involves a transition rate matrix \(R\) computed for the direction \(\phi\). It defines the transition probability \(\Pr(Z(s + h) = z_k | Z(s) = z_j)\) through the entry \(t_{jk}\) of the following matrix $$T = \mbox{expm} (h R),$$ where \(h\) is a positive lag value.
To calculate entries of the transition rate matrix, we need to minimize the discrepancies between the empirical transiogram (see transiogram
) and the predicted transition probabilities.
By the use of the iterated least squares, the diagonal entries of \(R\) are constrained to be negative, while the off-diagonal transition rates are constrained to be positive. Further constraints are considered in order to obtain a proper transition rates matrix.
Sartore, L. (2010) Geostatistical models for 3-D data. M.Phil. thesis, Ca' Foscari University of Venice.
predict.tpfit
, print.tpfit
, multi_tpfit_ils
, transiogram
# \donttest{
data(ACM)
# Estimate the parameters of a
# one-dimensional MC model
tpfit_ils(ACM$MAT3, ACM[, 1:3], c(0,0,1), 100)
# }
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