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qle (version 0.18)

getQLmodel: Setup the quasi-likelihood approximation model all at once

Description

Initial setup of the quasi-likelihood approximation model

Usage

getQLmodel(runs, lb, ub, obs, X = NULL, useVar = TRUE,
  criterion = "qle", ...)

Arguments

runs

object of class simQL, simulation results from simQLdata

lb

lower bounds defining the (hyper)box of the parameter domain for QL estimation

ub

upper bounds defining the (hyper)box of the parameter domain for QL estimation

obs

numeric vector of observed statistics

X

matrix of sample locations (model parameters)

useVar

logical, TRUE (default), whether to use prediction variances of any kind

criterion

name of criterion function to be minimized for QL estimation (see qle)

...

arguments passed to fitSIRFk, setQLdata, setCovModel and QLmodel for REML estimation of all covariance models

Value

Object of class QLmodel

Details

The function is a wrapper of simQLdata, QLmodel, fitSIRFk and thus sets up the quasi-likelihood approximation model all at once.

See Also

simQLdata, QLmodel, fitSIRFk

Examples

Run this code
# NOT RUN {
data(normal)

# simulate model at a minimum of required design points
sim <- simQLdata(sim=qsd$simfn,nsim=5,N=8,
			 method="maximinLHS",lb=qsd$lower,ub=qsd$upper)
	 
# true and error-free observation
obs <- structure(c("T1"=2,"T2"=1), class="simQL")

# construct QL approximation model
qsd <- getQLmodel(sim,qsd$lower,qsd$upper,obs,var.type="wcholMean")


# }

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