bw.relrisk(X, method = "likelihood", nh = spatstat.options("n.bandwidth"),
hmin=NULL, hmax=NULL, warn=TRUE)
"ppp"
which has factor valued marks)."likelihood"
,
"leastsquares"
or
"weightedleastsquares"
.sigma
to consider. The default is 32.sigma
to consider. There is a sensible default.TRUE
, issue a warning if the minimum of
the cross-validation criterion occurs at one of the ends of the
search interval."bw.optim"
which can be plotted.relrisk
.
Consider the indicators $y_{ij}$ which equal $1$ when
data point $x_i$ belongs to type $j$, and equal $0$
otherwise.
For a particular value of smoothing bandwidth,
let $\hat p_j(u)$ be the estimated
probabilities that a point at location $u$ will belong to
type $j$.
Then the bandwidth is chosen to minimise either the likelihood,
the squared error, or the approximately standardised squared error, of the
indicators $y_{ij}$ relative to the fitted
values $\hat p_j(x_i)$. See Diggle (2003). The result is a numerical value giving the selected bandwidth sigma
.
The result also belongs to the class "bw.optim"
allowing it to be printed and plotted. The plot shows the cross-validation
criterion as a function of bandwidth.
The range of values for the smoothing bandwidth sigma
is set by the arguments hmin, hmax
. There is a sensible default,
based on multiples of Stoyan's rule of thumb bw.stoyan
.
If the optimal bandwidth is achieved at an endpoint of the
interval [hmin, hmax]
, the algorithm will issue a warning
(unless warn=FALSE
). If this occurs, then it is probably advisable
to expand the interval by changing the arguments hmin, hmax
.
Computation time depends on the number nh
of trial values
considered, and also on the range [hmin, hmax]
of values
considered, because larger values of sigma
require
calculations involving more pairs of data points.
relrisk
,
bw.stoyan
data(urkiola)
<testonly>op <- spatstat.options(n.bandwidth=8)</testonly>
b <- bw.relrisk(urkiola)
b
plot(b)
b <- bw.relrisk(urkiola, hmax=20)
plot(b)
<testonly>spatstat.options(op)</testonly>
Run the code above in your browser using DataLab