WlsInit {CompRandFld} | R Documentation |
Subroutine called by FitComposite. The function returns opportune starting values for the composite-likelihood fitting procedure based on weigthed least squares.
WlsInit(coordx, coordy, coordt, corrmodel, data, distance, fcall, fixed, grid, likelihood, margins, maxdist, maxtime, model, numblock, param, parscale, paramrange, replicates, start, taper, tapsep, threshold, type, varest, vartype, weighted, winconst, winstp)
coordx |
A numeric (d x 2)-matrix (where
|
coordy |
A numeric vector assigning 1-dimension of
coordinates; |
coordt |
A numeric vector assigning 1-dimension of temporal coordinates. |
corrmodel |
String; the name of a correlation model, for the description. |
data |
A numeric vector or a (n x d)-matrix or (d x d x n)-matrix of observations. |
distance |
String; the name of the spatial distance. The default is |
fcall |
String; "fitting" to call the fitting procedure and "simulation" to call the simulation procedure. |
fixed |
A named list giving the values of the parameters that will be considered as known values. |
grid |
Logical; if |
likelihood |
String; the configuration of the composite likelihood. |
margins |
String; the type of the marginal distribution of the max-stable field. |
maxdist |
Numeric; an optional positive value indicating the maximum spatial distance considered in the composite-likelihood computation. |
maxtime |
Numeric; an optional positive value indicating the maximum temporal separation considered in the composite-likelihood computation. |
model |
String; the name of the model. Here the default is
|
numblock |
Numeric; the observation size of the underlying random field. Only in case of max-stable random fields and in the simulation. |
param |
A numeric vector of parameter values required in the simulation procedure of random fields. |
parscale |
A numeric vector with scaling values for improving the maximisation routine. |
paramrange |
A numeric vector with the range of the parameter space. |
replicates |
Logical; if |
start |
A numeric vector with starting values. |
taper |
String; the name of the type of covariance matrix.
It can be |
tapsep |
Numeric; an optional value indicating the separabe parameter in the space time quasi taper (see Details). |
threshold |
Numeric; a value indicating a threshold for the binary random field. |
type |
String; the type of estimation method. |
varest |
Logical; if |
vartype |
String; the type of estimation method for computing the estimate variances, see the Section Details. |
weighted |
Logical; if |
winconst |
Numeric; a positive real value indicating the window size used from the sub-sampling method for the estimation of the parameters variances. |
.
winstp |
Numeric; a value in (0,1] for defining the window
step. See |
Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.