lgcp.estK(X, startpar=c(sigma2=1,alpha=1),
covmodel=list(model="exponential"),
lambda=NULL,
q = 1/4, p = 2, rmin = NULL, rmax = NULL, ...)
optim
to control the optimisation algorithm. See Details."minconfit"
. There are methods for printing
and plotting this object. It contains the following main components:"fv"
)
containing the observed values of the summary statistic
(observed
) and the theoretical values of the summary
statistic computed from the fitted model parameters. The argument X
can be either
[object Object],[object Object]
The algorithm fits a log-Gaussian Cox point process (LGCP)
model to X
, by finding the parameters of the LGCP model
which give the closest match between the
theoretical $K$ function of the LGCP model
and the observed $K$ function.
For a more detailed explanation of the Method of Minimum Contrast,
see mincontrast
.
The model fitted is a stationary, isotropic log-Gaussian Cox process (Moller and Waagepetersen, 2003, pp. 72-76). To define this process we start with a stationary Gaussian random field $Z$ in the two-dimensional plane, with constant mean $\mu$ and covariance function $C(r)$. Given $Z$, we generate a Poisson point process $Y$ with intensity function $\lambda(u) = \exp(Z(u))$ at location $u$. Then $Y$ is a log-Gaussian Cox process.
The $K$-function of the LGCP is $$K(r) = \int_0^r 2\pi s \exp(C(s)) \, {\rm d}s.$$ The intensity of the LGCP is $$\lambda = \exp(\mu + \frac{C(0)}{2}).$$ The covariance function $C(r)$ is parametrised in the form $$C(r) = \sigma^2 c(r/\alpha)$$ where $\sigma^2$ and $\alpha$ are parameters controlling the strength and the scale of autocorrelation, respectively, and $c(r)$ is a known covariance function determining the shape of the covariance. The strength and scale parameters $\sigma^2$ and $\alpha$ will be estimated by the algorithm. The template covariance function $c(r)$ must be specified as explained below. In this algorithm, the Method of Minimum Contrast is first used to find optimal values of the parameters $\sigma^2$ and $\alpha$. Then the remaining parameter $\mu$ is inferred from the estimated intensity $\lambda$.
The template covariance function $c(r)$ is specified
using the argument covmodel
. It may be any of the
covariance functions recognised by the command
Covariance
in the
covmodel
should be of the form
list(model="modelname", ...)
where
modelname
is the string name of one of the covariance models
recognised by the command
Covariance
in the
...
are arguments of the
form tag=value
giving the values of parameters controlling the
shape of these models. For example the exponential covariance is
specified by covmodel=list(model="exponential")
while the
Matern covariance with exponent $\nu=0.3$ is specified
by covmodel=list(model="matern", nu=0.3)
.
If the argument lambda
is provided, then this is used
as the value of $\lambda$. Otherwise, if X
is a
point pattern, then $\lambda$
will be estimated from X
.
If X
is a summary statistic and lambda
is missing,
then the intensity $\lambda$ cannot be estimated, and
the parameter $\mu$ will be returned as NA
.
The remaining arguments rmin,rmax,q,p
control the
method of minimum contrast; see mincontrast
.
The optimisation algorithm can be controlled through the
additional arguments "..."
which are passed to the
optimisation function optim
. For example,
to constrain the parameter values to a certain range,
use the argument method="L-BFGS-B"
to select an optimisation
algorithm that respects box constraints, and use the arguments
lower
and upper
to specify (vectors of) minimum and
maximum values for each parameter.
Waagepetersen, R. (2007) An estimating function approach to inference for inhomogeneous Neyman-Scott processes. Biometrics 63, 252--258.
lgcp.estpcf
for alternative method of fitting LGCP.
matclust.estK
,
thomas.estK
for other models.
mincontrast
for the generic minimum contrast
fitting algorithm, including important parameters that affect
the accuracy of the fit.
Covariance
in the
Kest
for the $K$ function.u <- lgcp.estK(redwood)
u <- lgcp.estK(redwood, c(sigma2=1, alpha=0.1))
u
if(interactive()) plot(u)
<testonly>if(require(RandomFields)) {
K <- Kest(redwood, r=seq(0, 0.1, length=9))
op <- spatstat.options(fastK.lgcp=TRUE)
lgcp.estK(K, covmodel=list(model="matern", nu=0.3),
control=list(maxit=2))
spatstat.options(op)
}</testonly>
if(require(RandomFields)) {
lgcp.estK(redwood, covmodel=list(model="matern", nu=0.3))
}
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