geostatsp (version 1.2.1)

likfitLgm: Likelihood Based Parameter Estimation for Gaussian Random Fields

Description

Maximum likelihood (ML) or restricted maximum likelihood (REML) parameter estimation for (transformed) Gaussian random fields.

Usage

likfitLgm(formula, data, 
		paramToEstimate = c("range","nugget"),
		reml=TRUE,
		coordinates=data,
		param=NULL,
		upper=NULL,lower=NULL, parscale=NULL,
		verbose=FALSE)
		
loglikLgm(param, 
		data, formula, coordinates=data,
		reml=TRUE, 
		minustwotimes=TRUE,
		moreParams=NULL)

Arguments

formula

A formula for the fixed effects portion of the model, specifying a response and covariates. Alternately, data can be a vector of observations and formula can be a model matrix.

data

An object of class SpatialPointsDataFrame, a vector of observations, or a data frame containing observations and covariates.

coordinates

A SpatialPoints object containing the locations of each observation, which defaults to data. Alternately, coordinates can be a symmetricMatrix-class

param

A vector of model parameters, with named elements being amongst range, nugget, boxcox, shape, anisoAngleDegrees, anisoAngleRadians, anisoRatio, and possibly variance (see matern).

reml

Whether to use Restricted Likelihood rather than Likelihood, defaults to TRUE.

paramToEstimate

Vector of names of model parameters to estimate, with parameters excluded from this list being fixed. The variance parameter and regression coefficients are always estimated even if not listed.

lower

Named vector of lower bounds for model parameters passed to optim, defaults are used for parameters not specified.

upper

Upper bounds, as above.

parscale

Named vector of scaling of parameters passed as control=list(parscale=parscale) to optim.

minustwotimes

Return -2 times the log likelihood rather than the likelihood

moreParams

Vector of additional parameters, combined with param. Used for passing fixed parameters to loglikLgm from within optim.

verbose

if TRUE information is printed by optim.

Value

• likfitLgm produces list with elements
• parameters
  Maximum Likelihood Estimates of model parameters
• varBetaHat
  Variance matrix of the estimated regression parameters
• optim
  results from optim
• trend
  Either formula for the fixed effects or names of the columns of the model matrix, depending on trend supplied.
• summary
  a table of parameter estimates, standard errors, confidence intervals, p values, and a logical value indicating whether each parameter was estimated as opposed to fixed.
• resid
  residuals, being the observations minus the fixed effects, on the transformed scale.
• loglikLgm returns a scalar value, either the log likelihood or -2 times the log likelihood. Attributes of this result include the vector of parameters (including the MLE's computed for the variance and coefficients), and the variance matrix of the coefficient MLE's.

See Also

lgm

Examples

n=40
mydat = SpatialPointsDataFrame(
	cbind(runif(n), seq(0,1,len=n)), 
	data=data.frame(cov1 = rnorm(n), cov2 = rpois(n, 0.5))
	)

# simulate a random field
trueParam = c(variance=2^2, range=0.35, shape=2, nugget=0.5^2)
set.seed(1)

mydat@data= cbind(mydat@data , RFsimulate(model=trueParam,x=mydat)@data)

# add fixed effects
mydat$Y = -3 + 0.5*mydat$cov1 + 0.2*mydat$cov2 + 
	mydat$sim + rnorm(length(mydat), 0, sd=sqrt(trueParam["nugget"]))

spplot(mydat, "sim", col.regions=rainbow(10), main="U")
spplot(mydat, "Y", col.regions=rainbow(10), main="Y")


myres = likfitLgm(
	formula=Y ~ cov1 + cov2, 
	data=mydat, 
	param=c(range=0.1,nugget=0.1,shape=2), 
	paramToEstimate = c("range","nugget")
	)



myres$summary[,1:4]

if(interactive()  | Sys.info()['user'] =='patrick') {

# plot variograms of data, true model, and estimated model
myv = variog(mydat, formula=Y ~ cov1 + cov2,option="bin", max.dist=0.5)
# myv will be NULL if geoR isn't installed
if(!is.null(myv)){
plot(myv, ylim=c(0, max(c(1.2*sum(trueParam[c("variance", "nugget")]),myv$v))),
	main="variograms")
distseq = seq(0, 0.5, len=50)
lines(distseq, 
	sum(myres$param[c("variance", "nugget")]) - matern(distseq, param=myres$param),
	col='blue', lwd=3)
lines(distseq, 
	sum(trueParam[c("variance", "nugget")]) - matern(distseq, param=trueParam),
	col='red')	

legend("bottomright", fill=c("black","red","blue"), 
	legend=c("data","true","MLE"))
}

# without a nugget
myresNoN = likfitLgm(
	formula=Y ~ cov1 + cov2, 
	data=mydat, 
	param=c(range=0.1,nugget=0,shape=1), 
	paramToEstimate = c("range")
	)

myresNoN$summary[,1:4]


# plot variograms of data, true model, and estimated model
myv = variog(mydat, formula=Y ~ cov1 + cov2,option="bin", max.dist=0.5)

if(!is.null(myv)){
plot(myv, ylim=c(0, max(c(1.2*sum(trueParam[c("variance", "nugget")]),myv$v))),
	main="variograms")
	
distseq = seq(0, 0.5, len=50)
lines(distseq, 
	sum(myres$param[c("variance", "nugget")]) - matern(distseq, param=myres$param),
	col='blue', lwd=3)
lines(distseq, 
	sum(trueParam[c("variance", "nugget")]) - matern(distseq, param=trueParam),
	col='red')	

lines(distseq, 
	sum(myresNoN$param[c("variance", "nugget")]) - 
			matern(distseq, param=myresNoN$param),
	col='green', lty=2, lwd=3)	
legend("bottomright", fill=c("black","red","blue","green"), 
	legend=c("data","true","MLE","no N"))
}


# calculate likelihood
temp=loglikLgm(param=myres$param, 
		data=mydat, 
		formula = Y ~ cov1 + cov2,
		reml=FALSE, minustwotimes=FALSE)



# an anisotropic example


trueParamAniso = param=c(variance=2^2, range=0.2, shape=2,
	 nugget=0,anisoRatio=4,anisoAngleDegrees=10, nugget=0)

mydat$U = geostatsp::RFsimulate(trueParamAniso,mydat)$sim

mydat$Y = -3 + 0.5*mydat$cov1 + 0.2*mydat$cov2 + 
	mydat$U + rnorm(length(mydat), 0, sd=sqrt(trueParamAniso["nugget"]))



par(mfrow=c(1,2))
oldmar = par("mar")
par(mar=rep(0.1, 4))

plot(mydat, col=as.character(cut(mydat$U, breaks=50, labels=heat.colors(50))),
	pch=16, main="aniso")
 
plot(mydat, col=as.character(cut(mydat$Y, breaks=50, labels=heat.colors(50))),
	pch=16,main="iso")
par(mar=oldmar)


myres = likfitLgm( 
	formula=Y ~ cov1 + cov2, 
	data=mydat,
	param=c(range=0.1,nugget=0,shape=2, anisoAngleDegrees=0, anisoRatio=2), 
	paramToEstimate = c("range","nugget","anisoRatio","anisoAngleDegrees") 
	)

myres$summary

par(mfrow=c(1,2))

myraster = raster(nrows=30,ncols=30,xmn=0,xmx=1,ymn=0,ymx=1)
covEst = matern(myraster, y=c(0.5, 0.5), par=myres$param)
covTrue = matern(myraster, y=c(0.5, 0.5), par=trueParamAniso)

plot(covEst, main="estimate")
plot(covTrue, main="true")

par(mfrow=c(1,1))
}