estimate

internal

Simulating and estimating (regime-switching) Markov chain Gaussian
fields with covariance functions of the Gneiting class (Gneiting 2002)
<doi:10.1198/016214502760047113>. It supports parameter estimation by
weighted least squares and maximum likelihood methods, and produces Kriging
forecasts and intervals for existing and new locations.

Tianxia Jia

mcgf

Markov Chain Gaussian Fields Simulation and Parameter Estimation

estimate function

<dl><dt>par_init</dt>
<dd>Initial values for parameters to be optimized.</dd>
<dt>method</dt>
<dd>Parameter estimation method. "wls" or "mle".</dd>
<dt>optim_fn</dt>
<dd>Optimization function.</dd>
<dt>cor_fn</dt>
<dd>Correlation function.</dd>
<dt>par_fixed</dt>
<dd>Fixed parameters of <code>cor_fn</code>.</dd>
<dt>lower</dt>
<dd>Lower bound.</dd>
<dt>upper</dt>
<dd>Upper bound.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code>optim_fn</code>, <code>obj_wls</code> or <code>obj_mle</code>.</dd></dl>

Arguments

Optimization for wls method — estimate

<dl>

<dt>par_init</dt>
<dd>Initial values for parameters to be optimized.</dd>


<dt>method</dt>
<dd>Parameter estimation method. "wls" or "mle".</dd>


<dt>optim_fn</dt>
<dd>Optimization function.</dd>


<dt>cor_fn</dt>
<dd>Correlation function.</dd>


<dt>par_fixed</dt>
<dd>Fixed parameters of <code>cor_fn</code>.</dd>


<dt>lower</dt>
<dd>Lower bound.</dd>


<dt>upper</dt>
<dd>Upper bound.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code>optim_fn</code>, <code>obj_wls</code> or <code>obj_mle</code>.</dd>

</dl>

estimate: Optimization for wls method

Description

Usage

Value

Arguments